+146.0%
EXC vs CHTR
+334.3%
-188.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | +0.3% | -1.1% | +1.3% | +0.3% |
| 30D | -3.7% | -0.8% | -3.0% | -3.9% |
| 3M | -1.3% | +17.8% | -19.1% | -4.5% |
| 6M | -9.7% | -34.5% | +24.8% | -5.0% |
| YTD | +2.9% | -27.2% | +30.1% | +5.9% |
| 1Y | +4.4% | -41.4% | +45.8% | +11.5% |
| 3Y | +22.2% | -64.0% | +86.2% | +38.8% |
| 5Y | +46.7% | -81.3% | +128.0% | +88.0% |
| 10Y | +155.3% | -44.1% | +199.4% | +162.0% |
| All | +146.0% | +334.3% | -188.3% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling