+43.1%
COF vs CHTR
-81.7%
+124.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.4% |
| 7D | -5.1% | -4.1% | -1.1% | -4.2% |
| 30D | -6.0% | -3.0% | -3.1% | -5.7% |
| 3M | +14.8% | +4.8% | +10.1% | +12.0% |
| 6M | +15.3% | -35.0% | +50.4% | +26.3% |
| YTD | -13.0% | -30.2% | +17.1% | -7.4% |
| 1Y | -5.7% | -44.8% | +39.1% | +7.8% |
| 3Y | +118.1% | -66.6% | +184.7% | +184.6% |
| All | +43.1% | -81.7% | +124.8% | +123.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling