+219.9%
CTVA vs CHTR
-64.5%
+284.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.1% | +6.8% | +0.3% |
| 7D | -5.8% | -15.8% | +10.0% | -2.6% |
| 30D | +11.1% | -12.7% | +23.7% | +13.7% |
| 3M | +13.2% | -1.1% | +14.3% | +12.5% |
| 6M | +8.7% | -39.9% | +48.6% | +18.1% |
| YTD | +27.3% | -35.9% | +63.1% | +35.5% |
| 1Y | +18.0% | -49.2% | +67.2% | +32.6% |
| 3Y | +76.5% | -68.3% | +144.8% | +117.4% |
| 5Y | +105.1% | -83.0% | +188.0% | +225.9% |
| All | +219.9% | -64.5% | +284.4% | +181.9% |
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