+32.6%
NET vs CHTR
-82.6%
+115.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.7% | -8.3% | -3.9% |
| 7D | -16.4% | +14.1% | -30.5% | -19.1% |
| 30D | -25.8% | +11.6% | -37.4% | -28.2% |
| 3M | -11.5% | -21.4% | +9.9% | -7.5% |
| 6M | +18.9% | -27.3% | +46.2% | +26.5% |
| YTD | +35.2% | -42.4% | +77.6% | +49.3% |
| 1Y | +14.5% | -45.6% | +60.0% | +28.7% |
| 3Y | +313.8% | -71.4% | +385.2% | +472.9% |
| 5Y | +32.6% | -82.5% | +115.0% | +175.0% |
| All | +32.6% | -82.6% | +115.2% | +175.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling