+274.2%
CME vs CHTR
-44.7%
+319.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | 0.0% |
| 7D | -1.6% | -4.1% | +2.5% | -1.1% |
| 30D | +5.6% | -3.0% | +8.6% | +5.7% |
| 3M | +5.6% | +4.8% | +0.8% | +4.2% |
| 6M | -8.3% | -35.0% | +26.8% | -4.1% |
| YTD | +4.3% | -30.2% | +34.5% | +7.7% |
| 1Y | +9.1% | -44.8% | +53.9% | +16.6% |
| 3Y | +52.1% | -66.6% | +118.6% | +72.9% |
| 5Y | +79.7% | -81.5% | +161.1% | +134.3% |
| All | +274.2% | -44.7% | +319.0% | +269.7% |
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