+66.2%
T vs CHTR
-82.3%
+148.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.0% | -3.4% | +0.8% |
| 7D | -2.4% | -7.1% | +4.7% | -1.4% |
| 30D | +4.3% | -10.9% | +15.1% | +5.9% |
| 3M | +11.6% | +2.0% | +9.5% | +10.5% |
| 6M | -5.6% | -35.9% | +30.3% | -0.4% |
| YTD | +6.6% | -32.7% | +39.2% | +11.2% |
| 1Y | -8.4% | -46.6% | +38.2% | -0.9% |
| 3Y | +107.8% | -66.7% | +174.6% | +139.8% |
| All | +66.2% | -82.3% | +148.5% | +120.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling