+1,557.7%
DE vs CHTR
+301.6%
+1,256.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.0% | -4.9% | -0.9% |
| 7D | -2.4% | -7.1% | +4.8% | -0.9% |
| 30D | +9.7% | -10.9% | +20.6% | +11.9% |
| 3M | +21.4% | +2.0% | +19.4% | +19.6% |
| 6M | +15.0% | -35.9% | +50.9% | +23.9% |
| YTD | +46.4% | -32.7% | +79.1% | +55.3% |
| 1Y | +45.6% | -46.6% | +92.2% | +62.5% |
| 3Y | +76.8% | -66.7% | +143.5% | +113.1% |
| 5Y | +99.4% | -82.1% | +181.6% | +179.0% |
| 10Y | +864.6% | -46.8% | +911.3% | +871.6% |
| All | +1,557.7% | +301.6% | +1,256.1% | +673.3% |
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 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