+3,578.9%
TER vs CHTR
+316.4%
+3,262.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.1% | +8.3% | +5.4% |
| 7D | +11.0% | -0.3% | +11.3% | +10.8% |
| 30D | -1.9% | -4.5% | +2.6% | -1.4% |
| 3M | -0.7% | +10.2% | -10.9% | -5.5% |
| 6M | +36.4% | -37.2% | +73.6% | +51.2% |
| YTD | +92.4% | -30.2% | +122.6% | +103.7% |
| 1Y | +213.5% | -44.8% | +258.3% | +258.9% |
| 3Y | +277.2% | -65.5% | +342.7% | +388.2% |
| 5Y | +219.1% | -81.8% | +300.9% | +413.2% |
| 10Y | +1,744.2% | -45.8% | +1,790.0% | +1,819.6% |
| All | +3,578.9% | +316.4% | +3,262.5% | +1,252.6% |
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