+404.9%
CORZ vs CHTR
-63.2%
+468.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.0% | -9.0% | -3.8% |
| 7D | -3.0% | -7.1% | +4.2% | -3.2% |
| 30D | -12.1% | -10.9% | -1.2% | -12.4% |
| 3M | -32.4% | +2.0% | -34.4% | -32.3% |
| 6M | +12.4% | -35.9% | +48.3% | +14.0% |
| YTD | +19.3% | -32.7% | +52.0% | +21.2% |
| 1Y | +8.6% | -46.6% | +55.2% | +12.0% |
| All | +404.9% | -63.2% | +468.2% | +416.5% |
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 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