+322.1%
CORZ vs CHTR
-63.8%
+385.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +1.2% |
| 7D | +23.5% | +17.2% | +6.3% | +24.6% |
| 30D | +7.5% | +31.6% | -24.1% | +9.1% |
| 3M | -26.6% | -11.6% | -15.0% | -26.5% |
| 6M | -39.5% | -3.3% | -36.2% | -39.0% |
| YTD | -0.3% | -33.7% | +33.4% | +1.7% |
| 1Y | -4.2% | -32.4% | +28.2% | -2.4% |
| All | +322.1% | -63.8% | +385.9% | +333.6% |
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