+799.0%
SPY vs CHTR
+282.5%
+516.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.1% | +7.7% | +1.4% |
| 7D | -0.4% | -15.8% | +15.4% | +3.4% |
| 30D | -1.4% | -12.7% | +11.3% | +1.2% |
| 3M | +3.7% | -1.1% | +4.8% | +2.8% |
| 6M | +13.0% | -39.9% | +52.9% | +23.5% |
| YTD | +12.4% | -35.9% | +48.3% | +20.3% |
| 1Y | +18.5% | -49.2% | +67.7% | +34.2% |
| 3Y | +77.6% | -68.3% | +145.9% | +119.0% |
| 5Y | +81.7% | -83.0% | +164.6% | +162.0% |
| 10Y | +319.7% | -49.3% | +369.0% | +333.1% |
| All | +799.0% | +282.5% | +516.5% | +394.4% |
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