+70.6%
CSX vs CHTR
-65.0%
+135.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.4% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | -2.3% | -4.5% | +2.2% | -1.9% |
| 3M | +4.3% | +10.2% | -5.9% | +2.7% |
| 6M | +23.4% | -37.2% | +60.6% | +29.5% |
| YTD | +36.4% | -30.2% | +66.6% | +40.7% |
| 1Y | +53.0% | -44.8% | +97.8% | +63.0% |
| 3Y | +70.6% | -65.5% | +136.1% | +93.3% |
| All | +70.6% | -65.0% | +135.6% | +93.3% |
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