-53.4%
TE vs CHTR
-72.3%
+19.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +5.0% | -11.7% | -7.7% |
| 7D | +0.9% | -7.1% | +8.0% | +2.1% |
| 30D | -16.3% | -10.9% | -5.4% | -14.8% |
| 3M | -40.8% | +2.0% | -42.8% | -41.9% |
| 6M | -42.6% | -35.9% | -6.7% | -38.1% |
| YTD | -31.4% | -32.7% | +1.2% | -27.8% |
| 1Y | +144.9% | -46.6% | +191.5% | +175.7% |
| 3Y | -26.0% | -66.7% | +40.7% | -6.4% |
| 5Y | -48.5% | -82.1% | +33.7% | -35.3% |
| All | -53.4% | -72.3% | +19.0% | -41.2% |
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