+177.8%
SE vs CHTR
-65.7%
+243.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.1% | -1.8% |
| 7D | -5.2% | -4.1% | -1.1% | -4.8% |
| 30D | -17.1% | -3.0% | -14.1% | -16.9% |
| 3M | +24.0% | +4.8% | +19.2% | +22.8% |
| 6M | +21.0% | -35.0% | +56.0% | +24.7% |
| YTD | -16.7% | -30.2% | +13.4% | -14.9% |
| 1Y | -45.9% | -44.8% | -1.2% | -42.8% |
| 3Y | +177.8% | -66.6% | +244.4% | +223.9% |
| All | +177.8% | -65.7% | +243.5% | +223.9% |
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 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