-29.6%
CLS vs CHTR
-46.1%
+16.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +5.7% | -14.7% | -7.6% |
| 7D | -21.1% | +14.1% | -35.2% | -18.3% |
| 30D | -38.2% | +11.6% | -49.8% | -36.3% |
| 3M | -36.3% | -21.4% | -14.9% | -39.1% |
| 6M | -43.8% | -27.3% | -16.5% | -47.2% |
| YTD | -20.0% | -42.4% | +22.4% | -20.6% |
| 1Y | -29.6% | -45.6% | +16.0% | -30.2% |
| All | -29.6% | -46.1% | +16.5% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling