-5.1%
COF vs CHTR
-46.1%
+41.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.9% |
| 7D | +0.7% | +14.1% | -13.4% | -1.0% |
| 30D | +5.7% | +11.6% | -5.9% | +4.1% |
| 3M | -6.7% | -21.4% | +14.7% | -3.9% |
| 6M | +9.5% | -27.3% | +36.8% | +13.7% |
| YTD | -13.9% | -42.4% | +28.5% | -9.1% |
| 1Y | -5.1% | -45.6% | +40.5% | +2.1% |
| All | -5.1% | -46.1% | +41.0% | +2.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling