+494.4%
TEAM vs CHTR
-44.7%
+539.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -1.3% |
| 7D | -5.2% | -4.1% | -1.1% | -3.9% |
| 30D | +15.8% | -3.0% | +18.7% | +16.2% |
| 3M | +101.5% | +4.8% | +96.7% | +95.0% |
| 6M | +138.2% | -35.0% | +173.2% | +167.8% |
| YTD | +10.8% | -30.2% | +41.0% | +19.8% |
| 1Y | +1.7% | -44.8% | +46.5% | +20.9% |
| 3Y | -16.0% | -66.6% | +50.5% | +19.3% |
| 5Y | -52.7% | -81.5% | +28.8% | -17.7% |
| All | +494.4% | -44.7% | +539.2% | +617.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling