+2,056.3%
COST vs CHTR
+301.6%
+1,754.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.9% |
| 7D | -2.5% | -7.1% | +4.7% | -1.3% |
| 30D | -4.4% | -10.9% | +6.4% | -2.8% |
| 3M | -8.1% | +2.0% | -10.1% | -9.1% |
| 6M | -9.2% | -35.9% | +26.7% | -3.8% |
| YTD | +5.1% | -32.7% | +37.8% | +10.0% |
| 1Y | -5.1% | -46.6% | +41.5% | +3.5% |
| 3Y | +70.4% | -66.7% | +137.1% | +98.2% |
| 5Y | +104.7% | -82.1% | +186.8% | +167.6% |
| 10Y | +608.8% | -46.8% | +655.6% | +628.0% |
| All | +2,056.3% | +301.6% | +1,754.7% | +1,327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling