+94.1%
CRH vs CHTR
-81.7%
+175.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.3% |
| 7D | -6.1% | -4.1% | -2.0% | -5.4% |
| 30D | -9.3% | -3.0% | -6.3% | -9.0% |
| 3M | -15.2% | +4.8% | -20.0% | -16.6% |
| 6M | -14.2% | -35.0% | +20.8% | -8.6% |
| YTD | -28.3% | -30.2% | +1.9% | -25.0% |
| 1Y | -21.8% | -44.8% | +23.0% | -13.9% |
| 3Y | +71.6% | -66.6% | +138.2% | +107.3% |
| All | +94.1% | -81.7% | +175.8% | +156.9% |
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