+68.5%
COST vs CHTR
-65.7%
+134.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | 0.0% |
| 7D | -1.2% | -4.1% | +2.9% | -1.0% |
| 30D | -4.7% | -3.0% | -1.8% | -4.6% |
| 3M | -7.1% | +4.8% | -11.9% | -7.6% |
| 6M | -8.5% | -35.0% | +26.5% | -6.8% |
| YTD | +5.4% | -30.2% | +35.6% | +6.8% |
| 1Y | -5.6% | -44.8% | +39.1% | -2.8% |
| 3Y | +68.5% | -66.6% | +135.0% | +86.2% |
| All | +68.5% | -65.7% | +134.1% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling