+379.1%
V vs CHTR
-44.7%
+423.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | 0.0% |
| 7D | -1.2% | -4.1% | +2.9% | -0.4% |
| 30D | +3.1% | -3.0% | +6.0% | +3.4% |
| 3M | +16.3% | +4.8% | +11.6% | +14.1% |
| 6M | +20.4% | -35.0% | +55.4% | +29.7% |
| YTD | +6.3% | -30.2% | +36.4% | +11.8% |
| 1Y | +8.7% | -44.8% | +53.5% | +21.5% |
| 3Y | +53.3% | -66.6% | +119.9% | +89.9% |
| 5Y | +71.1% | -81.5% | +152.6% | +155.3% |
| All | +379.1% | -44.7% | +423.9% | +393.7% |
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 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