+1,449.6%
NET vs CHTR
-64.2%
+1,513.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | +3.8% | +17.8% | -13.9% | -3.2% |
| 6M | +50.0% | -34.5% | +84.5% | +66.6% |
| YTD | +41.5% | -27.2% | +68.7% | +49.6% |
| 1Y | +32.8% | -41.4% | +74.3% | +52.3% |
| 3Y | +335.9% | -64.0% | +399.9% | +478.9% |
| 5Y | +113.8% | -81.3% | +195.1% | +301.9% |
| All | +1,449.6% | -64.2% | +1,513.8% | +1,892.0% |
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 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