+108.3%
V vs CHTR
-79.9%
+188.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.6% |
| 7D | +0.9% | +17.2% | -16.3% | -1.7% |
| 30D | +9.0% | +31.6% | -22.7% | +4.0% |
| 3M | +16.7% | -11.6% | +28.3% | +18.3% |
| 6M | +33.4% | -3.3% | +36.7% | +32.7% |
| YTD | +22.4% | -33.7% | +56.1% | +27.3% |
| 1Y | +27.7% | -32.4% | +60.1% | +32.2% |
| 3Y | +78.0% | -65.9% | +143.9% | +106.8% |
| All | +108.3% | -79.9% | +188.2% | +174.2% |
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 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