+15.6%
U vs CHTR
-65.7%
+81.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.7% | +0.8% | +3.8% |
| 7D | +5.5% | -4.1% | +9.6% | +6.3% |
| 30D | -1.3% | -3.0% | +1.7% | -1.1% |
| 3M | +64.6% | +4.8% | +59.8% | +61.9% |
| 6M | +119.4% | -35.0% | +154.4% | +131.7% |
| YTD | -0.5% | -30.2% | +29.7% | +3.2% |
| 1Y | +1.3% | -44.8% | +46.1% | +12.8% |
| 3Y | +15.6% | -66.6% | +82.2% | +45.8% |
| All | +15.6% | -65.7% | +81.3% | +45.8% |
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 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