+509.2%
COP vs CHTR
+301.6%
+207.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.0% | -4.6% | -0.7% |
| 7D | +1.0% | -7.1% | +8.1% | +2.5% |
| 30D | +9.6% | -10.9% | +20.4% | +11.8% |
| 3M | +15.0% | +2.0% | +13.0% | +13.0% |
| 6M | +21.8% | -35.9% | +57.7% | +31.4% |
| YTD | +49.6% | -32.7% | +82.3% | +58.8% |
| 1Y | +49.9% | -46.6% | +96.4% | +68.3% |
| 3Y | +22.6% | -66.7% | +89.3% | +50.0% |
| 5Y | +193.6% | -82.1% | +275.8% | +322.2% |
| 10Y | +341.9% | -46.8% | +388.7% | +335.9% |
| All | +509.2% | +301.6% | +207.6% | +187.4% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling