+51.9%
DOW vs CHTR
-46.1%
+98.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.7% | -8.9% | -3.6% |
| 7D | -4.2% | +14.1% | -18.3% | -5.2% |
| 30D | +14.7% | +11.6% | +3.1% | +13.6% |
| 3M | +9.1% | -21.4% | +30.5% | +10.9% |
| 6M | -17.7% | -27.3% | +9.6% | -14.8% |
| YTD | +44.6% | -42.4% | +87.0% | +50.2% |
| 1Y | +51.9% | -45.6% | +97.5% | +61.0% |
| All | +51.9% | -46.1% | +98.0% | +61.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling