+45.6%
EXC vs CHTR
-82.1%
+127.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.7% | -1.1% |
| 7D | -1.6% | -7.1% | +5.5% | -1.1% |
| 30D | -2.4% | -10.9% | +8.5% | -1.6% |
| 3M | -4.0% | +2.0% | -6.0% | -4.5% |
| 6M | -9.8% | -35.9% | +26.1% | -7.3% |
| YTD | +2.3% | -32.7% | +35.0% | +4.4% |
| 1Y | +3.8% | -46.6% | +50.4% | +8.5% |
| 3Y | +19.7% | -66.7% | +86.5% | +30.7% |
| 5Y | +45.6% | -82.1% | +127.8% | +67.5% |
| All | +45.6% | -82.1% | +127.7% | +67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling