+707.5%
ON vs CHTR
+282.5%
+425.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.1% | +8.0% | +2.5% |
| 7D | -1.9% | -15.8% | +13.9% | +3.5% |
| 30D | -11.0% | -12.7% | +1.6% | -7.9% |
| 3M | -39.3% | -1.1% | -38.2% | -41.0% |
| 6M | +19.8% | -39.9% | +59.7% | +35.2% |
| YTD | +31.1% | -35.9% | +66.9% | +42.8% |
| 1Y | +46.0% | -49.2% | +95.1% | +73.7% |
| 3Y | -27.5% | -68.3% | +40.8% | -1.6% |
| 5Y | +56.9% | -83.0% | +139.8% | +173.2% |
| 10Y | +591.8% | -49.3% | +641.1% | +650.4% |
| All | +707.5% | +282.5% | +425.0% | +252.9% |
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