-37.5%
U vs CHTR
-76.6%
+39.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.1% | +6.7% | +4.4% |
| 7D | +4.5% | -0.3% | +4.8% | +4.1% |
| 30D | -0.6% | -4.5% | +3.9% | +0.5% |
| 3M | +48.4% | +10.2% | +38.2% | +39.7% |
| 6M | +115.4% | -37.2% | +152.6% | +149.5% |
| YTD | -3.2% | -30.2% | +27.0% | +4.6% |
| 1Y | -6.0% | -44.8% | +38.7% | +15.0% |
| 3Y | +13.5% | -65.5% | +79.0% | +71.5% |
| 5Y | -68.0% | -81.8% | +13.8% | -36.3% |
| All | -37.5% | -76.6% | +39.1% | +21.6% |
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