+109.7%
USB vs CHTR
-44.4%
+154.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +1.4% | -1.1% | +2.5% | +1.6% |
| 30D | -1.3% | -0.8% | -0.5% | -1.5% |
| 3M | +15.2% | +17.8% | -2.5% | +9.2% |
| 6M | +18.8% | -34.5% | +53.3% | +29.4% |
| YTD | +21.0% | -27.2% | +48.2% | +27.2% |
| 1Y | +34.0% | -41.4% | +75.4% | +49.6% |
| 3Y | +95.3% | -64.0% | +159.3% | +143.5% |
| 5Y | +40.4% | -81.3% | +121.6% | +108.2% |
| All | +109.7% | -44.4% | +154.1% | +133.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling