+3,616.8%
CLS vs CHTR
-82.1%
+3,698.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.0% | -7.5% | -2.8% |
| 7D | +5.0% | -7.1% | +12.1% | +5.3% |
| 30D | +4.8% | -10.9% | +15.6% | +5.2% |
| 3M | -10.4% | +2.0% | -12.4% | -11.2% |
| 6M | +20.8% | -35.9% | +56.7% | +23.7% |
| YTD | +10.0% | -32.7% | +42.7% | +11.4% |
| 1Y | +28.5% | -46.6% | +75.1% | +35.3% |
| 3Y | +1,292.2% | -66.7% | +1,358.9% | +1,488.6% |
| 5Y | +3,616.8% | -82.1% | +3,698.9% | +5,186.4% |
| All | +3,616.8% | -82.1% | +3,698.9% | +5,186.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling