+1,145.1%
CNC vs CHTR
+301.6%
+843.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.0% | -2.9% | +0.9% |
| 7D | -3.9% | -7.1% | +3.3% | -2.2% |
| 30D | +0.8% | -10.9% | +11.7% | +3.2% |
| 3M | +0.1% | +2.0% | -1.9% | -1.7% |
| 6M | +79.7% | -35.9% | +115.6% | +94.2% |
| YTD | +58.9% | -32.7% | +91.6% | +68.8% |
| 1Y | +109.1% | -46.6% | +155.7% | +136.6% |
| 3Y | 0.0% | -66.7% | +66.7% | +23.6% |
| 5Y | +9.5% | -82.1% | +91.6% | +62.7% |
| 10Y | +95.7% | -46.8% | +142.4% | +93.1% |
| All | +1,145.1% | +301.6% | +843.5% | +453.0% |
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