+85.2%
F vs CHTR
-46.7%
+131.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.0% | -1.8% | +2.0% |
| 7D | -3.7% | -7.1% | +3.5% | -1.9% |
| 30D | -0.7% | -10.9% | +10.1% | +1.8% |
| 3M | -1.9% | +2.0% | -3.9% | -3.2% |
| 6M | +16.1% | -35.9% | +52.0% | +26.1% |
| YTD | +9.5% | -32.7% | +42.1% | +16.6% |
| 1Y | +27.2% | -46.6% | +73.8% | +44.5% |
| 3Y | +36.3% | -66.7% | +103.0% | +71.2% |
| 5Y | +49.3% | -82.1% | +131.4% | +117.9% |
| All | +85.2% | -46.7% | +131.9% | +97.6% |
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