-23.4%
CLF vs CHTR
-66.1%
+42.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -3.6% |
| 7D | +10.4% | +17.2% | -6.8% | +8.7% |
| 30D | +0.6% | +31.6% | -31.1% | -2.5% |
| 3M | +4.1% | -11.6% | +15.7% | +5.7% |
| 6M | +15.1% | -3.3% | +18.4% | +15.4% |
| YTD | -4.7% | -33.7% | +29.0% | -1.8% |
| 1Y | +20.4% | -32.4% | +52.8% | +23.2% |
| 3Y | -23.4% | -65.9% | +42.6% | -7.1% |
| All | -23.4% | -66.1% | +42.7% | -7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling