+332.1%
USB vs CHTR
+283.0%
+49.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.6% | -10.9% | -3.2% |
| 7D | +1.4% | +17.8% | -16.4% | -3.4% |
| 30D | +6.4% | +29.7% | -23.2% | -1.4% |
| 3M | -4.5% | -12.5% | +8.1% | -2.1% |
| 6M | +11.4% | -13.4% | +24.8% | +13.5% |
| YTD | +17.1% | -35.8% | +52.9% | +26.8% |
| 1Y | +32.6% | -36.3% | +68.9% | +43.8% |
| 3Y | +101.8% | -67.3% | +169.1% | +157.9% |
| 5Y | +25.1% | -80.9% | +106.0% | +84.4% |
| 10Y | +84.9% | -50.5% | +135.4% | +94.0% |
| All | +332.1% | +283.0% | +49.1% | +101.7% |
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