+25.2%
COP vs CHTR
-65.7%
+90.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.1% |
| 7D | +2.3% | -4.1% | +6.4% | +2.6% |
| 30D | +8.6% | -3.0% | +11.6% | +8.7% |
| 3M | +19.9% | +4.8% | +15.1% | +18.9% |
| 6M | +19.0% | -35.0% | +54.1% | +23.9% |
| YTD | +50.0% | -30.2% | +80.1% | +54.3% |
| 1Y | +50.5% | -44.8% | +95.3% | +59.3% |
| 3Y | +25.2% | -66.6% | +91.8% | +44.2% |
| All | +25.2% | -65.7% | +90.9% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling