+419.4%
O vs CHTR
+282.5%
+136.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -8.1% | +6.6% | +0.1% |
| 7D | -2.3% | -15.8% | +13.5% | +0.9% |
| 30D | -2.4% | -12.7% | +10.2% | -0.2% |
| 3M | -0.6% | -1.1% | +0.5% | -1.2% |
| 6M | -5.0% | -39.9% | +34.9% | +2.8% |
| YTD | +10.4% | -35.9% | +46.2% | +17.3% |
| 1Y | +6.6% | -49.2% | +55.7% | +18.7% |
| 3Y | +28.4% | -68.3% | +96.7% | +53.5% |
| 5Y | +15.3% | -83.0% | +98.2% | +57.3% |
| 10Y | +55.3% | -49.3% | +104.6% | +64.2% |
| All | +419.4% | +282.5% | +136.8% | +234.0% |
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