+488.5%
CSX vs CHTR
-46.7%
+535.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.0% | -3.6% | +0.2% |
| 7D | +0.1% | -7.1% | +7.2% | +1.8% |
| 30D | -1.5% | -10.9% | +9.3% | +0.7% |
| 3M | +6.0% | +2.0% | +3.9% | +4.2% |
| 6M | +20.6% | -35.9% | +56.5% | +31.0% |
| YTD | +36.5% | -32.7% | +69.2% | +45.6% |
| 1Y | +55.0% | -46.6% | +101.5% | +75.8% |
| 3Y | +70.8% | -66.7% | +137.5% | +113.3% |
| 5Y | +69.6% | -82.1% | +151.7% | +162.2% |
| All | +488.5% | -46.7% | +535.2% | +491.0% |
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