+3.4%
EXC vs CHTR
-46.1%
+49.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.1% | +1.5% |
| 7D | +3.3% | +14.1% | -10.8% | +2.9% |
| 30D | +13.3% | +11.6% | +1.7% | +12.9% |
| 3M | +1.8% | -21.4% | +23.3% | +1.9% |
| 6M | +1.1% | -27.3% | +28.4% | +0.8% |
| YTD | +9.0% | -42.4% | +51.4% | +9.1% |
| 1Y | +3.4% | -45.6% | +48.9% | +4.6% |
| All | +3.4% | -46.1% | +49.4% | +4.6% |
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