+3,330.0%
CLS vs CHTR
+316.4%
+3,013.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.1% | +9.8% | +6.4% |
| 7D | +12.8% | -0.3% | +13.1% | +12.4% |
| 30D | +3.8% | -4.5% | +8.3% | +3.9% |
| 3M | -14.6% | +10.2% | -24.9% | -17.4% |
| 6M | +32.2% | -37.2% | +69.5% | +40.6% |
| YTD | +11.6% | -30.2% | +41.8% | +14.7% |
| 1Y | +35.1% | -44.8% | +79.8% | +46.4% |
| 3Y | +1,312.5% | -65.5% | +1,378.0% | +1,562.5% |
| 5Y | +3,542.1% | -81.8% | +3,623.8% | +4,953.9% |
| 10Y | +2,944.0% | -45.8% | +2,989.8% | +2,867.9% |
| All | +3,330.0% | +316.4% | +3,013.6% | +1,471.0% |
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