+19.6%
CME vs CHTR
-46.1%
+65.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +1.2% |
| 7D | +4.8% | +14.1% | -9.3% | +4.4% |
| 30D | +14.2% | +11.6% | +2.6% | +13.7% |
| 3M | +17.9% | -21.4% | +39.4% | +18.5% |
| 6M | +7.2% | -27.3% | +34.5% | +7.7% |
| YTD | +16.7% | -42.4% | +59.1% | +17.6% |
| 1Y | +19.6% | -45.6% | +65.1% | +20.4% |
| All | +19.6% | -46.1% | +65.6% | +20.4% |
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 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