+47.6%
ON vs CHTR
-46.1%
+93.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.7% | -7.6% | -1.1% |
| 7D | -5.8% | +14.1% | -19.9% | -4.0% |
| 30D | -17.1% | +11.6% | -28.7% | -15.7% |
| 3M | -11.8% | -21.4% | +9.6% | -14.1% |
| 6M | -30.2% | -27.3% | -2.9% | -29.6% |
| YTD | +31.6% | -42.4% | +74.0% | +37.2% |
| 1Y | +47.6% | -45.6% | +93.1% | +60.2% |
| All | +47.6% | -46.1% | +93.6% | +60.2% |
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