-1.5%
COF vs CHTR
-41.9%
+40.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +1.8% | -1.1% | +2.9% | +1.9% |
| 30D | -0.6% | -0.8% | +0.2% | -0.7% |
| 3M | +20.3% | +17.8% | +2.5% | +16.9% |
| 6M | +13.0% | -34.5% | +47.5% | +18.7% |
| YTD | -8.3% | -27.2% | +18.9% | -6.3% |
| 1Y | -1.5% | -41.4% | +40.0% | +5.8% |
| All | -1.5% | -41.9% | +40.5% | +5.8% |
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