+11.9%
COST vs CHTR
-46.1%
+57.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -3.0% | +2.4% |
| 7D | +6.6% | +14.1% | -7.5% | +6.0% |
| 30D | +13.5% | +11.6% | +1.9% | +12.9% |
| 3M | +10.6% | -21.4% | +32.0% | +11.7% |
| 6M | +3.6% | -27.3% | +30.9% | +4.6% |
| YTD | +22.1% | -42.4% | +64.5% | +23.8% |
| 1Y | +11.9% | -45.6% | +57.5% | +14.4% |
| All | +11.9% | -46.1% | +57.9% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling