+3,154.0%
CLS vs CHTR
-44.7%
+3,198.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.7% | +2.9% | +6.1% |
| 7D | +10.9% | -4.1% | +15.0% | +11.4% |
| 30D | +2.1% | -3.0% | +5.1% | +2.0% |
| 3M | -10.2% | +4.8% | -15.0% | -11.7% |
| 6M | +30.4% | -35.0% | +65.4% | +35.6% |
| YTD | +17.2% | -30.2% | +47.4% | +19.5% |
| 1Y | +41.0% | -44.8% | +85.8% | +50.3% |
| 3Y | +1,338.0% | -66.6% | +1,404.5% | +1,566.5% |
| 5Y | +3,860.6% | -81.5% | +3,942.1% | +5,129.8% |
| All | +3,154.0% | -44.7% | +3,198.7% | +3,565.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling