+632.4%
GEV vs CHTR
-49.6%
+682.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.7% | -0.1% | +3.5% |
| 7D | +1.6% | -4.1% | +5.7% | +1.7% |
| 30D | -7.9% | -3.0% | -5.0% | -7.9% |
| 3M | +5.6% | +4.8% | +0.9% | +5.2% |
| 6M | +13.1% | -35.0% | +48.1% | +17.3% |
| YTD | +46.7% | -30.2% | +76.9% | +50.2% |
| 1Y | +51.3% | -44.8% | +96.1% | +60.4% |
| All | +632.4% | -49.6% | +682.1% | +686.8% |
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