+120.3%
CLF vs CHTR
-46.7%
+167.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.0% | -7.1% | -3.7% |
| 7D | -3.7% | -7.1% | +3.5% | -1.6% |
| 30D | -4.7% | -10.9% | +6.2% | -1.9% |
| 3M | -4.7% | +2.0% | -6.7% | -6.9% |
| 6M | +24.0% | -35.9% | +59.9% | +36.2% |
| YTD | -10.9% | -32.7% | +21.7% | -5.1% |
| 1Y | +4.0% | -46.6% | +50.6% | +21.4% |
| 3Y | -16.9% | -66.7% | +49.8% | +11.4% |
| 5Y | -49.3% | -82.1% | +32.8% | -12.9% |
| All | +120.3% | -46.7% | +167.0% | +83.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling