+506.9%
COP vs CHTR
+282.5%
+224.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.1% | +9.2% | +2.9% |
| 7D | -0.5% | -15.8% | +15.3% | +3.3% |
| 30D | +11.7% | -12.7% | +24.4% | +14.5% |
| 3M | +17.7% | -1.1% | +18.8% | +16.4% |
| 6M | +18.3% | -39.9% | +58.2% | +29.7% |
| YTD | +49.1% | -35.9% | +84.9% | +60.0% |
| 1Y | +53.3% | -49.2% | +102.5% | +74.1% |
| 3Y | +22.2% | -68.3% | +90.5% | +51.1% |
| 5Y | +193.3% | -83.0% | +276.3% | +326.2% |
| 10Y | +340.2% | -49.3% | +389.5% | +339.2% |
| All | +506.9% | +282.5% | +224.4% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling