+416.4%
CSX vs CHTR
-49.3%
+465.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.2% |
| 7D | -0.3% | +13.4% | -13.6% | -3.4% |
| 30D | +8.7% | +33.0% | -24.3% | +1.3% |
| 3M | +4.2% | -13.6% | +17.8% | +6.8% |
| 6M | +16.7% | -7.8% | +24.4% | +16.8% |
| YTD | +44.5% | -34.7% | +79.2% | +54.4% |
| 1Y | +50.3% | -34.8% | +85.1% | +60.6% |
| 3Y | +76.3% | -66.7% | +143.0% | +118.9% |
| 5Y | +58.1% | -80.4% | +138.5% | +132.3% |
| 10Y | +416.4% | -50.0% | +466.4% | +441.6% |
| All | +416.4% | -49.3% | +465.7% | +441.6% |
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