+216.7%
CTVA vs CHTR
-61.3%
+278.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.4% |
| 7D | -4.5% | -4.1% | -0.4% | -3.8% |
| 30D | +11.3% | -3.0% | +14.3% | +11.6% |
| 3M | +12.3% | +4.8% | +7.5% | +10.3% |
| 6M | +7.2% | -35.0% | +42.2% | +14.6% |
| YTD | +26.0% | -30.2% | +56.2% | +31.8% |
| 1Y | +16.0% | -44.8% | +60.8% | +28.2% |
| 3Y | +73.9% | -66.6% | +140.5% | +112.7% |
| 5Y | +103.8% | -81.5% | +185.3% | +218.6% |
| All | +216.7% | -61.3% | +278.0% | +174.3% |
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 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