+553.4%
SE vs CHTR
-58.8%
+612.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.1% | -2.7% |
| 7D | -5.2% | -4.1% | -1.1% | -4.0% |
| 30D | -17.1% | -3.0% | -14.1% | -16.7% |
| 3M | +24.0% | +4.8% | +19.2% | +19.9% |
| 6M | +21.0% | -35.0% | +56.0% | +35.4% |
| YTD | -16.7% | -30.2% | +13.4% | -10.4% |
| 1Y | -45.9% | -44.8% | -1.2% | -36.0% |
| 3Y | +177.8% | -66.6% | +244.4% | +284.9% |
| 5Y | -67.4% | -81.5% | +14.1% | -37.7% |
| All | +553.4% | -58.8% | +612.2% | +695.8% |
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