+231.1%
GM vs CHTR
-44.7%
+275.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -1.5% |
| 7D | -2.4% | -4.1% | +1.7% | -1.5% |
| 30D | -1.1% | -3.0% | +1.9% | -0.8% |
| 3M | +6.1% | +4.8% | +1.4% | +3.6% |
| 6M | +15.0% | -35.0% | +50.0% | +25.1% |
| YTD | +6.0% | -30.2% | +36.2% | +12.1% |
| 1Y | +47.1% | -44.8% | +91.9% | +66.7% |
| 3Y | +170.5% | -66.6% | +237.0% | +244.0% |
| 5Y | +80.5% | -81.5% | +162.0% | +174.7% |
| All | +231.1% | -44.7% | +275.8% | +247.4% |
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 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