+252.8%
SPOT vs CHTR
-52.3%
+305.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.2% |
| 7D | -3.1% | -4.1% | +1.0% | -2.1% |
| 30D | +7.4% | -3.0% | +10.3% | +8.0% |
| 3M | +8.2% | +4.8% | +3.4% | +5.9% |
| 6M | +2.2% | -35.0% | +37.2% | +11.5% |
| YTD | -9.5% | -30.2% | +20.7% | -3.6% |
| 1Y | -23.8% | -44.8% | +20.9% | -13.5% |
| 3Y | +233.5% | -66.6% | +300.0% | +326.7% |
| 5Y | +112.2% | -81.5% | +193.7% | +231.5% |
| All | +252.8% | -52.3% | +305.1% | +288.3% |
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 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