+425.9%
CORZ vs CHTR
-65.0%
+490.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -8.1% | +4.7% | -3.7% |
| 7D | +7.6% | -15.8% | +23.4% | +7.0% |
| 30D | -6.9% | -12.7% | +5.7% | -7.3% |
| 3M | -33.0% | -1.1% | -31.9% | -33.1% |
| 6M | +19.3% | -39.9% | +59.2% | +20.9% |
| YTD | +24.2% | -35.9% | +60.1% | +26.0% |
| 1Y | +24.5% | -49.2% | +73.7% | +28.1% |
| All | +425.9% | -65.0% | +490.9% | +436.9% |
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