+18.8%
CLF vs CHTR
-41.9%
+60.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.8% |
| 7D | +7.6% | -1.1% | +8.6% | +7.4% |
| 30D | -1.2% | -0.8% | -0.4% | -1.2% |
| 3M | -13.4% | +17.8% | -31.2% | -11.9% |
| 6M | +15.4% | -34.5% | +49.9% | +13.8% |
| YTD | -5.9% | -27.2% | +21.3% | -8.5% |
| 1Y | +18.8% | -41.4% | +60.3% | +28.0% |
| All | +18.8% | -41.9% | +60.8% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CHTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling