+322.4%
NET vs CHTR
-71.5%
+393.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -2.8% |
| 7D | -16.4% | +14.1% | -30.5% | -16.9% |
| 30D | -25.8% | +11.6% | -37.4% | -26.3% |
| 3M | -11.5% | -21.4% | +9.9% | -10.1% |
| 6M | +18.9% | -27.3% | +46.2% | +21.5% |
| YTD | +35.2% | -42.4% | +77.6% | +40.1% |
| 1Y | +14.5% | -45.6% | +60.0% | +19.5% |
| All | +322.4% | -71.5% | +393.9% | +389.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling