+278.4%
TER vs CHTR
-66.9%
+345.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.0% | -8.5% | -3.9% |
| 7D | +9.4% | -7.1% | +16.5% | +10.0% |
| 30D | -2.4% | -10.9% | +8.4% | -1.7% |
| 3M | +6.5% | +2.0% | +4.5% | +5.7% |
| 6M | +23.2% | -35.9% | +59.1% | +28.6% |
| YTD | +91.5% | -32.7% | +124.1% | +97.0% |
| 1Y | +214.8% | -46.6% | +261.4% | +239.4% |
| All | +278.4% | -66.9% | +345.3% | +366.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling