+107.5%
SOXX vs CHTR
-44.4%
+151.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +2.4% |
| 7D | +1.4% | -4.1% | +5.5% | +0.9% |
| 30D | -3.6% | -3.0% | -0.6% | -3.6% |
| 3M | -10.2% | +4.8% | -14.9% | -8.3% |
| 6M | +54.2% | -35.0% | +89.3% | +51.2% |
| YTD | +75.2% | -30.2% | +105.4% | +73.7% |
| 1Y | +107.5% | -44.8% | +152.3% | +109.6% |
| All | +107.5% | -44.4% | +151.9% | +109.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling