+73.9%
CTVA vs CHTR
-65.7%
+139.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.1% |
| 7D | -4.5% | -4.1% | -0.4% | -4.1% |
| 30D | +11.3% | -3.0% | +14.3% | +11.5% |
| 3M | +12.3% | +4.8% | +7.5% | +11.4% |
| 6M | +7.2% | -35.0% | +42.2% | +11.3% |
| YTD | +26.0% | -30.2% | +56.2% | +29.2% |
| 1Y | +16.0% | -44.8% | +60.8% | +23.1% |
| 3Y | +73.9% | -66.6% | +140.5% | +100.8% |
| All | +73.9% | -65.7% | +139.6% | +100.8% |
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