+1,418.7%
MAR vs CHTR
+316.5%
+1,102.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | +0.7% |
| 7D | -0.5% | -4.1% | +3.6% | +0.4% |
| 30D | -5.4% | -3.0% | -2.5% | -5.2% |
| 3M | -15.5% | +4.8% | -20.3% | -17.7% |
| 6M | +3.0% | -35.0% | +38.0% | +12.2% |
| YTD | +8.5% | -30.2% | +38.7% | +15.2% |
| 1Y | +26.0% | -44.8% | +70.7% | +42.9% |
| 3Y | +68.6% | -66.6% | +135.2% | +113.7% |
| 5Y | +157.4% | -81.5% | +238.9% | +285.6% |
| 10Y | +447.0% | -44.8% | +491.8% | +449.4% |
| All | +1,418.7% | +316.5% | +1,102.2% | +542.4% |
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 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