+50.7%
O vs CHTR
-44.7%
+95.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.9% |
| 7D | -2.9% | -4.1% | +1.2% | -2.2% |
| 30D | -4.5% | -3.0% | -1.6% | -4.3% |
| 3M | -2.6% | +4.8% | -7.4% | -4.5% |
| 6M | -5.6% | -35.0% | +29.4% | +0.8% |
| YTD | +9.3% | -30.2% | +39.4% | +14.3% |
| 1Y | +4.3% | -44.8% | +49.1% | +14.9% |
| 3Y | +27.4% | -66.6% | +94.0% | +53.3% |
| 5Y | +17.1% | -81.5% | +98.5% | +67.2% |
| All | +50.7% | -44.7% | +95.5% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling