-49.3%
TE vs CHTR
-81.7%
+32.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | -0.2% |
| 7D | +0.2% | -4.1% | +4.3% | +1.0% |
| 30D | -5.9% | -3.0% | -3.0% | -5.9% |
| 3M | -45.6% | +4.8% | -50.3% | -47.2% |
| 6M | -43.4% | -35.0% | -8.3% | -37.9% |
| YTD | -31.0% | -30.2% | -0.8% | -27.2% |
| 1Y | +145.2% | -44.8% | +190.0% | +182.6% |
| 3Y | -24.1% | -66.6% | +42.5% | +4.3% |
| All | -49.3% | -81.7% | +32.3% | -15.5% |
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 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