-14.2%
CLF vs CHTR
-68.4%
+54.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -8.1% | +6.5% | -0.5% |
| 7D | -2.7% | -15.8% | +13.1% | -0.5% |
| 30D | -3.2% | -12.7% | +9.5% | -1.7% |
| 3M | -5.0% | -1.1% | -3.9% | -5.3% |
| 6M | +26.6% | -39.9% | +66.5% | +34.1% |
| YTD | -9.0% | -35.9% | +26.9% | -5.8% |
| 1Y | +11.8% | -49.2% | +61.0% | +23.4% |
| All | -14.2% | -68.4% | +54.3% | +5.9% |
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