+70.3%
T vs CHTR
-44.7%
+115.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.2% |
| 7D | +1.5% | -4.1% | +5.6% | +2.3% |
| 30D | +7.5% | -3.0% | +10.4% | +7.7% |
| 3M | +14.8% | +4.8% | +10.1% | +12.8% |
| 6M | -1.7% | -35.0% | +33.3% | +5.2% |
| YTD | +8.7% | -30.2% | +38.9% | +14.2% |
| 1Y | -7.5% | -44.8% | +37.3% | +2.1% |
| 3Y | +110.2% | -66.6% | +176.8% | +152.3% |
| 5Y | +71.6% | -81.5% | +153.1% | +139.2% |
| All | +70.3% | -44.7% | +115.0% | +68.1% |
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 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