+334.9%
CVS vs CHTR
+301.6%
+33.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -1.0% |
| 7D | -2.0% | -7.1% | +5.2% | -0.8% |
| 30D | +1.9% | -10.9% | +12.8% | +3.6% |
| 3M | -2.2% | +2.0% | -4.2% | -3.5% |
| 6M | +26.7% | -35.9% | +62.6% | +34.7% |
| YTD | +22.9% | -32.7% | +55.5% | +28.9% |
| 1Y | +32.9% | -46.6% | +79.5% | +45.8% |
| 3Y | +62.3% | -66.7% | +129.0% | +90.5% |
| 5Y | +34.2% | -82.1% | +116.4% | +78.2% |
| 10Y | +41.8% | -46.8% | +88.6% | +41.5% |
| All | +334.9% | +301.6% | +33.3% | +162.2% |
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