+91.7%
USB vs CHTR
-53.6%
+145.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | +1.1% |
| 7D | 0.0% | +5.9% | -5.9% | -1.6% |
| 30D | +5.8% | +10.4% | -4.5% | +2.8% |
| 3M | -6.0% | -25.0% | +19.0% | +0.3% |
| 6M | +7.8% | -24.6% | +32.3% | +13.9% |
| YTD | +14.6% | -43.4% | +58.0% | +27.8% |
| 1Y | +31.8% | -45.8% | +77.6% | +48.6% |
| 3Y | +91.5% | -71.6% | +163.1% | +152.7% |
| 5Y | +22.0% | -82.9% | +104.9% | +83.0% |
| All | +91.7% | -53.6% | +145.4% | +127.0% |
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