+1,609.5%
CMI vs CHTR
+316.5%
+1,293.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.4% |
| 7D | -0.7% | -4.1% | +3.4% | 0.0% |
| 30D | -12.4% | -3.0% | -9.4% | -12.2% |
| 3M | -14.8% | +4.8% | -19.5% | -16.9% |
| 6M | +0.8% | -35.0% | +35.8% | +8.0% |
| YTD | +10.2% | -30.2% | +40.4% | +15.3% |
| 1Y | +37.4% | -44.8% | +82.2% | +52.3% |
| 3Y | +153.3% | -66.6% | +219.8% | +208.9% |
| 5Y | +167.6% | -81.5% | +249.1% | +279.9% |
| 10Y | +514.4% | -44.8% | +559.2% | +486.8% |
| All | +1,609.5% | +316.5% | +1,293.0% | +517.2% |
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