+2,367.5%
TER vs CHTR
+295.4%
+2,072.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +4.3% | -9.7% | -6.5% |
| 7D | +14.4% | +17.2% | -2.9% | +9.4% |
| 30D | -30.6% | +31.6% | -62.2% | -36.4% |
| 3M | -39.2% | -11.6% | -27.6% | -38.4% |
| 6M | -31.3% | -3.3% | -28.0% | -33.4% |
| YTD | +29.1% | -33.7% | +62.8% | +36.4% |
| 1Y | +47.4% | -32.4% | +79.9% | +54.6% |
| 3Y | +191.2% | -65.9% | +257.2% | +271.7% |
| 5Y | +74.0% | -79.9% | +153.9% | +164.3% |
| 10Y | +1,005.1% | -49.2% | +1,054.3% | +1,055.2% |
| All | +2,367.5% | +295.4% | +2,072.1% | +805.7% |
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