+66.8%
CSX vs CHTR
-81.0%
+147.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.4% | -1.1% | -2.3% | -3.3% |
| 30D | -3.1% | -0.8% | -2.3% | -3.2% |
| 3M | +7.2% | +17.8% | -10.6% | +3.9% |
| 6M | +16.2% | -34.5% | +50.7% | +22.5% |
| YTD | +37.5% | -27.2% | +64.7% | +42.0% |
| 1Y | +53.2% | -41.4% | +94.7% | +64.1% |
| 3Y | +68.2% | -64.0% | +132.2% | +93.1% |
| All | +66.8% | -81.0% | +147.8% | +112.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling