-35.7%
DOW vs CHTR
-65.7%
+29.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.6% |
| 7D | -1.4% | -4.1% | +2.7% | -0.8% |
| 30D | -3.9% | -3.0% | -1.0% | -3.8% |
| 3M | -12.7% | +4.8% | -17.4% | -13.8% |
| 6M | -13.7% | -35.0% | +21.3% | -8.2% |
| YTD | +28.4% | -30.2% | +58.6% | +34.1% |
| 1Y | +21.8% | -44.8% | +66.5% | +33.5% |
| 3Y | -35.7% | -66.6% | +30.8% | -22.8% |
| All | -35.7% | -65.7% | +29.9% | -22.8% |
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