0.0%
CNC vs CHTR
-65.7%
+65.7%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.3% |
| 7D | -0.9% | -4.1% | +3.2% | -0.6% |
| 30D | -1.0% | -3.0% | +2.0% | -0.8% |
| 3M | +4.5% | +4.8% | -0.2% | +3.8% |
| 6M | +85.2% | -35.0% | +120.2% | +91.2% |
| YTD | +61.4% | -30.2% | +91.6% | +64.5% |
| 1Y | +94.9% | -44.8% | +139.7% | +104.2% |
| 3Y | 0.0% | -66.6% | +66.6% | +5.7% |
| All | 0.0% | -65.7% | +65.7% | +5.7% |
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 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