+11.3%
O vs CHTR
-46.1%
+57.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.7% | -2.7% | +2.6% |
| 7D | +5.8% | +14.1% | -8.3% | +4.8% |
| 30D | +10.7% | +11.6% | -0.9% | +9.7% |
| 3M | -4.5% | -21.4% | +16.9% | -3.4% |
| 6M | -4.1% | -27.3% | +23.2% | -3.0% |
| YTD | +9.8% | -42.4% | +52.2% | +12.1% |
| 1Y | +11.3% | -45.6% | +56.9% | +14.7% |
| All | +11.3% | -46.1% | +57.4% | +14.7% |
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 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