+106.1%
T vs CHTR
-66.9%
+173.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +1.0% |
| 7D | -2.4% | -7.1% | +4.7% | -1.7% |
| 30D | +4.3% | -10.9% | +15.1% | +5.5% |
| 3M | +11.6% | +2.0% | +9.5% | +10.9% |
| 6M | -5.6% | -35.9% | +30.3% | -2.2% |
| YTD | +6.6% | -32.7% | +39.2% | +9.5% |
| 1Y | -8.4% | -46.6% | +38.2% | -4.0% |
| All | +106.1% | -66.9% | +173.0% | +120.5% |
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