+283.8%
T vs CHTR
+282.5%
+1.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -8.1% | +6.4% | -0.2% |
| 7D | -3.1% | -15.8% | +12.7% | 0.0% |
| 30D | +4.6% | -12.7% | +17.2% | +7.0% |
| 3M | +12.2% | -1.1% | +13.3% | +11.6% |
| 6M | -6.5% | -39.9% | +33.5% | +1.1% |
| YTD | +4.9% | -35.9% | +40.8% | +11.7% |
| 1Y | -10.5% | -49.2% | +38.7% | -0.5% |
| 3Y | +104.6% | -68.3% | +172.9% | +142.7% |
| 5Y | +64.2% | -83.0% | +147.2% | +118.8% |
| 10Y | +68.4% | -49.3% | +117.8% | +76.3% |
| All | +283.8% | +282.5% | +1.2% | +169.8% |
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 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