+92.9%
QQQ vs CHTR
-65.7%
+158.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | +0.6% |
| 7D | -0.6% | -4.1% | +3.5% | -0.3% |
| 30D | -1.2% | -3.0% | +1.7% | -1.1% |
| 3M | -0.2% | +4.8% | -5.0% | -0.8% |
| 6M | +17.9% | -35.0% | +52.9% | +21.1% |
| YTD | +16.6% | -30.2% | +46.8% | +18.5% |
| 1Y | +23.0% | -44.8% | +67.8% | +28.8% |
| 3Y | +92.9% | -66.6% | +159.5% | +116.6% |
| All | +92.9% | -65.7% | +158.6% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling