+414.9%
CSX vs CHTR
-49.2%
+464.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.3% | -5.0% | -1.7% |
| 7D | +6.0% | +17.2% | -11.2% | +1.9% |
| 30D | +7.8% | +31.6% | -23.8% | +0.7% |
| 3M | +4.1% | -11.6% | +15.7% | +6.2% |
| 6M | +17.9% | -3.3% | +21.2% | +16.6% |
| YTD | +44.9% | -33.7% | +78.6% | +54.2% |
| 1Y | +51.1% | -32.4% | +83.6% | +59.9% |
| 3Y | +78.3% | -65.9% | +144.2% | +119.9% |
| 5Y | +58.1% | -79.9% | +138.0% | +130.9% |
| All | +414.9% | -49.2% | +464.1% | +432.4% |
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 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