+52.3%
GM vs CHTR
-41.9%
+94.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +1.7% | -1.1% | +2.8% | +1.8% |
| 30D | -1.6% | -0.8% | -0.8% | -1.6% |
| 3M | +5.7% | +17.8% | -12.1% | +3.8% |
| 6M | +12.2% | -34.5% | +46.6% | +13.8% |
| YTD | +8.4% | -27.2% | +35.6% | +10.0% |
| 1Y | +52.3% | -41.4% | +93.7% | +65.4% |
| All | +52.3% | -41.9% | +94.2% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling