+3,670.0%
SOXX vs CHTR
+316.5%
+3,353.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.9% |
| 7D | +1.4% | -4.1% | +5.5% | +2.3% |
| 30D | -3.6% | -3.0% | -0.6% | -3.5% |
| 3M | -10.2% | +4.8% | -14.9% | -13.0% |
| 6M | +54.2% | -35.0% | +89.3% | +66.7% |
| YTD | +75.2% | -30.2% | +105.4% | +83.3% |
| 1Y | +107.5% | -44.8% | +152.3% | +133.7% |
| 3Y | +226.8% | -66.6% | +293.3% | +315.3% |
| 5Y | +251.2% | -81.5% | +332.7% | +442.1% |
| 10Y | +1,567.6% | -44.8% | +1,612.5% | +1,613.3% |
| All | +3,670.0% | +316.5% | +3,353.5% | +1,594.5% |
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