+32.9%
F vs CHTR
-68.4%
+101.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.1% | +4.2% | -2.6% |
| 7D | -4.9% | -15.8% | +10.9% | -2.3% |
| 30D | -2.9% | -12.7% | +9.8% | -1.0% |
| 3M | -9.1% | -1.1% | -8.0% | -9.3% |
| 6M | +12.9% | -39.9% | +52.8% | +20.4% |
| YTD | +6.1% | -35.9% | +41.9% | +11.1% |
| 1Y | +22.5% | -49.2% | +71.7% | +34.8% |
| All | +32.9% | -68.4% | +101.4% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling