+22.0%
USB vs CHTR
-82.9%
+104.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | +0.9% |
| 7D | 0.0% | +5.9% | -5.9% | -1.4% |
| 30D | +5.8% | +10.4% | -4.5% | +3.2% |
| 3M | -6.0% | -25.0% | +19.0% | -0.5% |
| 6M | +7.8% | -24.6% | +32.3% | +13.2% |
| YTD | +14.6% | -43.4% | +58.0% | +26.2% |
| 1Y | +31.8% | -45.8% | +77.6% | +46.7% |
| 3Y | +91.5% | -71.6% | +163.1% | +148.9% |
| All | +22.0% | -82.9% | +104.9% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling