+75.4%
SPY vs CHTR
-66.9%
+142.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.0% |
| 7D | -2.0% | -7.1% | +5.2% | -1.4% |
| 30D | -1.7% | -10.9% | +9.2% | -0.8% |
| 3M | +4.7% | +2.0% | +2.7% | +4.2% |
| 6M | +12.5% | -35.9% | +48.4% | +16.0% |
| YTD | +11.7% | -32.7% | +44.4% | +14.2% |
| 1Y | +17.5% | -46.6% | +64.0% | +23.7% |
| All | +75.4% | -66.9% | +142.3% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling