+1,851.9%
TER vs CHTR
-44.7%
+1,896.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +1.6% |
| 7D | +6.4% | -4.1% | +10.4% | +7.2% |
| 30D | -5.7% | -3.0% | -2.7% | -5.8% |
| 3M | -0.4% | +4.8% | -5.2% | -3.7% |
| 6M | +25.8% | -35.0% | +60.9% | +37.2% |
| YTD | +96.4% | -30.2% | +126.6% | +106.8% |
| 1Y | +229.2% | -44.8% | +274.0% | +274.8% |
| 3Y | +288.1% | -66.6% | +354.7% | +408.8% |
| 5Y | +219.9% | -81.5% | +301.4% | +418.9% |
| All | +1,851.9% | -44.7% | +1,896.7% | +2,084.5% |
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 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