+338.5%
COP vs CHTR
-44.7%
+383.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.5% |
| 7D | +2.3% | -4.1% | +6.4% | +3.0% |
| 30D | +8.6% | -3.0% | +11.6% | +8.7% |
| 3M | +19.9% | +4.8% | +15.1% | +17.4% |
| 6M | +19.0% | -35.0% | +54.1% | +27.5% |
| YTD | +50.0% | -30.2% | +80.1% | +57.3% |
| 1Y | +50.5% | -44.8% | +95.3% | +66.6% |
| 3Y | +25.2% | -66.6% | +91.8% | +52.3% |
| 5Y | +194.3% | -81.5% | +275.8% | +326.3% |
| All | +338.5% | -44.7% | +383.3% | +351.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling