+15.1%
CLF vs CHTR
-5.5%
+20.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -2.8% |
| 7D | +10.4% | +17.2% | -6.8% | +12.0% |
| 30D | +0.6% | +31.6% | -31.1% | +2.8% |
| 3M | +4.1% | -11.6% | +15.7% | +6.3% |
| 6M | +15.1% | -3.3% | +18.4% | +24.3% |
| All | +15.1% | -5.5% | +20.6% | +24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling