+14.5%
NET vs CHTR
-46.1%
+60.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -2.1% |
| 7D | -16.4% | +14.1% | -30.5% | -15.5% |
| 30D | -25.8% | +11.6% | -37.4% | -25.2% |
| 3M | -11.5% | -21.4% | +9.9% | -11.1% |
| 6M | +18.9% | -27.3% | +46.2% | +19.0% |
| YTD | +35.2% | -42.4% | +77.6% | +37.4% |
| 1Y | +14.5% | -45.6% | +60.0% | +15.6% |
| All | +14.5% | -46.1% | +60.5% | +15.6% |
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