+18.4%
U vs CHTR
-46.1%
+64.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.7% | -0.8% | +4.7% |
| 7D | +7.5% | +14.1% | -6.6% | +7.0% |
| 30D | -7.0% | +11.6% | -18.6% | -7.4% |
| 3M | +20.6% | -21.4% | +42.0% | +21.2% |
| 6M | +53.2% | -27.3% | +80.4% | +51.2% |
| YTD | -3.9% | -42.4% | +38.5% | +4.3% |
| 1Y | +18.4% | -45.6% | +63.9% | +31.9% |
| All | +18.4% | -46.1% | +64.4% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling