+250.1%
SPOT vs CHTR
-54.0%
+304.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -1.6% |
| 7D | -6.9% | -7.1% | +0.3% | -5.1% |
| 30D | +4.1% | -10.9% | +15.0% | +7.1% |
| 3M | +3.7% | +2.0% | +1.7% | +2.2% |
| 6M | -1.6% | -35.9% | +34.3% | +7.6% |
| YTD | -10.2% | -32.7% | +22.5% | -3.4% |
| 1Y | -25.9% | -46.6% | +20.7% | -15.1% |
| 3Y | +235.6% | -66.7% | +302.3% | +327.7% |
| 5Y | +110.6% | -82.1% | +192.7% | +232.2% |
| All | +250.1% | -54.0% | +304.1% | +289.1% |
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