+115.3%
SPOT vs CHTR
-81.7%
+196.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | -0.1% |
| 7D | -3.1% | -4.1% | +1.0% | -2.2% |
| 30D | +7.4% | -3.0% | +10.3% | +7.9% |
| 3M | +8.2% | +4.8% | +3.4% | +6.2% |
| 6M | +2.2% | -35.0% | +37.2% | +10.3% |
| YTD | -9.5% | -30.2% | +20.7% | -4.3% |
| 1Y | -23.8% | -44.8% | +20.9% | -14.6% |
| 3Y | +233.5% | -66.6% | +300.0% | +326.2% |
| All | +115.3% | -81.7% | +196.9% | +230.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling