+51.2%
CME vs CHTR
-66.9%
+118.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -0.4% |
| 7D | -2.4% | -7.1% | +4.8% | -2.2% |
| 30D | +6.2% | -10.9% | +17.0% | +6.5% |
| 3M | +4.4% | +2.0% | +2.4% | +4.1% |
| 6M | -9.6% | -35.9% | +26.3% | -8.7% |
| YTD | +3.8% | -32.7% | +36.4% | +4.6% |
| 1Y | +9.5% | -46.6% | +56.1% | +11.2% |
| All | +51.2% | -66.9% | +118.1% | +59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling