+60.7%
COP vs CHTR
-46.1%
+106.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.7% | -10.8% | -5.3% |
| 7D | -8.1% | +14.1% | -22.2% | -8.5% |
| 30D | +6.7% | +11.6% | -4.9% | +6.3% |
| 3M | +16.9% | -21.4% | +38.3% | +17.6% |
| 6M | +11.2% | -27.3% | +38.5% | +13.2% |
| YTD | +49.5% | -42.4% | +91.9% | +53.9% |
| 1Y | +60.7% | -45.6% | +106.2% | +65.1% |
| All | +60.7% | -46.1% | +106.7% | +65.1% |
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