+686.6%
CME vs CHTR
+316.4%
+370.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.4% |
| 7D | -2.9% | -0.3% | -2.6% | -3.0% |
| 30D | +5.5% | -4.5% | +10.0% | +6.0% |
| 3M | +11.0% | +10.2% | +0.7% | +8.2% |
| 6M | -9.7% | -37.2% | +27.6% | -3.8% |
| YTD | +4.9% | -30.2% | +35.0% | +9.1% |
| 1Y | +10.1% | -44.8% | +54.9% | +19.6% |
| 3Y | +53.5% | -65.5% | +119.0% | +77.3% |
| 5Y | +77.2% | -81.8% | +158.9% | +135.8% |
| 10Y | +282.1% | -45.8% | +327.9% | +269.9% |
| All | +686.6% | +316.4% | +370.2% | +292.9% |
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