+1,066.7%
LOW vs CHTR
+301.6%
+765.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -2.4% |
| 7D | -2.6% | -7.1% | +4.5% | -0.7% |
| 30D | -11.1% | -10.9% | -0.3% | -8.7% |
| 3M | -8.5% | +2.0% | -10.5% | -10.1% |
| 6M | -20.8% | -35.9% | +15.1% | -13.0% |
| YTD | -17.2% | -32.7% | +15.5% | -10.8% |
| 1Y | -24.7% | -46.6% | +21.8% | -13.3% |
| 3Y | -9.7% | -66.7% | +57.0% | +14.7% |
| 5Y | +6.0% | -82.1% | +88.1% | +62.3% |
| 10Y | +230.5% | -46.8% | +277.2% | +257.6% |
| All | +1,066.7% | +301.6% | +765.1% | +660.3% |
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