+168.3%
F vs CHTR
+334.3%
-165.9%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.3% |
| 7D | +5.3% | -1.1% | +6.4% | +5.5% |
| 30D | +4.6% | -0.8% | +5.4% | +4.4% |
| 3M | -3.7% | +17.8% | -21.4% | -9.0% |
| 6M | +16.8% | -34.5% | +51.3% | +27.6% |
| YTD | +15.3% | -27.2% | +42.5% | +21.1% |
| 1Y | +31.0% | -41.4% | +72.4% | +47.0% |
| 3Y | +45.4% | -64.0% | +109.4% | +82.2% |
| 5Y | +54.7% | -81.3% | +135.9% | +133.5% |
| 10Y | +98.2% | -44.1% | +142.3% | +96.2% |
| All | +168.3% | +334.3% | -165.9% | +9.0% |
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