+238.9%
CRM vs CHTR
-44.7%
+283.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.9% |
| 7D | -4.4% | -4.1% | -0.3% | -3.4% |
| 30D | +28.1% | -3.0% | +31.1% | +28.4% |
| 3M | +48.8% | +4.8% | +44.1% | +45.1% |
| 6M | +28.3% | -35.0% | +63.3% | +40.6% |
| YTD | -6.0% | -30.2% | +24.2% | +0.1% |
| 1Y | +1.4% | -44.8% | +46.2% | +16.3% |
| 3Y | +11.8% | -66.6% | +78.4% | +46.0% |
| 5Y | -2.0% | -81.5% | +79.5% | +60.7% |
| All | +238.9% | -44.7% | +283.6% | +260.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling