-25.1%
TGT vs CHTR
-81.7%
+56.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.6% |
| 7D | -5.2% | -4.1% | -1.1% | -4.6% |
| 30D | +1.2% | -3.0% | +4.2% | +1.4% |
| 3M | +18.4% | +4.8% | +13.6% | +16.4% |
| 6M | +33.4% | -35.0% | +68.5% | +41.9% |
| YTD | +63.8% | -30.2% | +94.0% | +70.7% |
| 1Y | +77.2% | -44.8% | +121.9% | +93.9% |
| 3Y | +41.8% | -66.6% | +108.3% | +69.2% |
| All | -25.1% | -81.7% | +56.6% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling