-69.4%
CLF vs CHTR
+334.3%
-403.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | +7.6% | -1.1% | +8.6% | +7.9% |
| 30D | -1.2% | -0.8% | -0.4% | -1.5% |
| 3M | -13.4% | +17.8% | -31.2% | -19.1% |
| 6M | +15.4% | -34.5% | +49.9% | +26.3% |
| YTD | -5.9% | -27.2% | +21.3% | -1.8% |
| 1Y | +18.8% | -41.4% | +60.3% | +34.1% |
| 3Y | -19.4% | -64.0% | +44.6% | +3.7% |
| 5Y | -47.7% | -81.3% | +33.5% | -16.2% |
| 10Y | +130.4% | -44.1% | +174.5% | +138.1% |
| All | -69.4% | +334.3% | -403.6% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling