+112.5%
NET vs CHTR
-81.2%
+193.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -7.0% | -1.1% | -5.9% | -7.0% |
| 30D | -4.8% | -0.8% | -4.0% | -5.2% |
| 3M | +3.8% | +17.8% | -13.9% | -2.2% |
| 6M | +50.0% | -34.5% | +84.5% | +64.5% |
| YTD | +41.5% | -27.2% | +68.7% | +48.6% |
| 1Y | +32.8% | -41.4% | +74.3% | +50.2% |
| 3Y | +335.9% | -64.0% | +399.9% | +471.2% |
| All | +112.5% | -81.2% | +193.7% | +303.7% |
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