+1,109.7%
CSX vs CHTR
+246.3%
+863.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.1% |
| 7D | -2.2% | +4.9% | -7.1% | -3.5% |
| 30D | +6.8% | +17.2% | -10.4% | +2.3% |
| 3M | +0.7% | -20.6% | +21.3% | +5.7% |
| 6M | +13.3% | -21.7% | +35.0% | +18.4% |
| YTD | +40.5% | -41.9% | +82.5% | +55.5% |
| 1Y | +44.7% | -44.9% | +89.6% | +62.2% |
| 3Y | +74.5% | -70.0% | +144.5% | +123.3% |
| 5Y | +52.0% | -82.6% | +134.6% | +125.7% |
| 10Y | +412.6% | -55.1% | +467.7% | +443.6% |
| All | +1,109.7% | +246.3% | +863.4% | +507.0% |
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