+69.6%
V vs CHTR
-82.1%
+151.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -5.0% | -0.9% |
| 7D | -3.0% | -7.1% | +4.1% | -2.0% |
| 30D | +1.2% | -10.9% | +12.1% | +2.9% |
| 3M | +13.9% | +2.0% | +11.9% | +12.9% |
| 6M | +17.2% | -35.9% | +53.2% | +23.7% |
| YTD | +5.3% | -32.7% | +38.0% | +9.8% |
| 1Y | +9.5% | -46.6% | +56.0% | +19.2% |
| 3Y | +51.9% | -66.7% | +118.6% | +78.3% |
| 5Y | +69.6% | -82.1% | +151.7% | +130.5% |
| All | +69.6% | -82.1% | +151.7% | +130.5% |
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