+155.8%
EXC vs CHTR
-44.7%
+200.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -1.1% |
| 7D | -1.1% | -4.1% | +3.0% | -0.5% |
| 30D | -3.6% | -3.0% | -0.7% | -3.5% |
| 3M | -4.3% | +4.8% | -9.0% | -5.7% |
| 6M | -9.9% | -35.0% | +25.1% | -5.1% |
| YTD | +1.8% | -30.2% | +31.9% | +5.4% |
| 1Y | +2.9% | -44.8% | +47.6% | +11.2% |
| 3Y | +19.1% | -66.6% | +85.7% | +38.8% |
| 5Y | +44.8% | -81.5% | +126.3% | +96.1% |
| All | +155.8% | -44.7% | +200.6% | +178.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling