+597.0%
SE vs CHTR
-58.8%
+655.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +2.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.4% |
| 30D | -0.1% | -4.5% | +4.4% | +1.2% |
| 3M | +34.1% | +10.2% | +23.9% | +27.4% |
| 6M | +23.2% | -37.2% | +60.5% | +40.1% |
| YTD | -11.2% | -30.2% | +19.0% | -4.2% |
| 1Y | -40.5% | -44.8% | +4.2% | -29.5% |
| 3Y | +196.3% | -65.5% | +261.8% | +303.3% |
| 5Y | -67.0% | -81.8% | +14.7% | -36.4% |
| All | +597.0% | -58.8% | +655.8% | +750.3% |
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