+433.8%
MAR vs CHTR
-44.7%
+478.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.8% |
| 7D | -0.5% | -4.1% | +3.6% | +0.3% |
| 30D | -5.4% | -3.0% | -2.5% | -5.2% |
| 3M | -15.5% | +4.8% | -20.3% | -17.4% |
| 6M | +3.0% | -35.0% | +38.0% | +11.3% |
| YTD | +8.5% | -30.2% | +38.7% | +14.6% |
| 1Y | +26.0% | -44.8% | +70.7% | +41.4% |
| 3Y | +68.6% | -66.6% | +135.2% | +110.7% |
| 5Y | +157.4% | -81.5% | +238.9% | +278.2% |
| All | +433.8% | -44.7% | +478.6% | +468.0% |
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 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