+314.7%
SPY vs CHTR
-44.7%
+359.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.9% | +0.1% |
| 7D | -0.8% | -4.1% | +3.3% | 0.0% |
| 30D | -1.1% | -3.0% | +1.9% | -0.9% |
| 3M | +3.9% | +4.8% | -0.9% | +1.8% |
| 6M | +13.6% | -35.0% | +48.6% | +21.6% |
| YTD | +12.7% | -30.2% | +42.8% | +17.9% |
| 1Y | +17.5% | -44.8% | +62.3% | +30.0% |
| 3Y | +76.9% | -66.6% | +143.5% | +115.8% |
| 5Y | +83.6% | -81.5% | +165.1% | +165.0% |
| All | +314.7% | -44.7% | +359.5% | +335.2% |
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