+11.8%
CRM vs CHTR
-65.7%
+77.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.4% |
| 7D | -4.4% | -4.1% | -0.3% | -3.9% |
| 30D | +28.1% | -3.0% | +31.1% | +28.3% |
| 3M | +48.8% | +4.8% | +44.1% | +46.8% |
| 6M | +28.3% | -35.0% | +63.3% | +33.6% |
| YTD | -6.0% | -30.2% | +24.2% | -3.5% |
| 1Y | +1.4% | -44.8% | +46.2% | +8.4% |
| 3Y | +11.8% | -66.6% | +78.4% | +27.4% |
| All | +11.8% | -65.7% | +77.5% | +27.4% |
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 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