+323.5%
CORZ vs CHTR
-64.4%
+387.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.7% | +9.3% | +11.1% |
| 7D | +14.2% | +13.4% | +0.8% | +15.0% |
| 30D | -3.0% | +33.0% | -36.0% | -1.5% |
| 3M | -26.3% | -13.6% | -12.7% | -26.2% |
| 6M | -36.5% | -7.8% | -28.7% | -36.0% |
| YTD | +0.1% | -34.7% | +34.8% | +2.0% |
| 1Y | -15.9% | -34.8% | +19.0% | -14.2% |
| All | +323.5% | -64.4% | +387.9% | +334.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling