+1,155.7%
CSX vs CHTR
+279.0%
+876.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.6% | +1.6% |
| 7D | +3.1% | +5.4% | -2.3% | +1.6% |
| 30D | +9.7% | +24.0% | -14.3% | +3.5% |
| 3M | +4.9% | -11.7% | +16.6% | +7.1% |
| 6M | +18.4% | -10.3% | +28.7% | +19.3% |
| YTD | +45.9% | -36.5% | +82.3% | +57.5% |
| 1Y | +50.0% | -37.7% | +87.7% | +62.7% |
| 3Y | +78.0% | -67.6% | +145.6% | +123.3% |
| 5Y | +59.2% | -80.8% | +139.9% | +129.9% |
| 10Y | +421.4% | -51.3% | +472.7% | +441.1% |
| All | +1,155.7% | +279.0% | +876.7% | +514.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling