+2,109.6%
V vs CHTR
+295.4%
+1,814.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.0% | +0.2% |
| 7D | +0.9% | +17.2% | -16.3% | -3.1% |
| 30D | +9.0% | +31.6% | -22.7% | +1.4% |
| 3M | +16.7% | -11.6% | +28.3% | +19.2% |
| 6M | +33.4% | -3.3% | +36.7% | +32.2% |
| YTD | +22.4% | -33.7% | +56.1% | +30.1% |
| 1Y | +27.7% | -32.4% | +60.1% | +34.9% |
| 3Y | +78.0% | -65.9% | +143.9% | +118.6% |
| 5Y | +108.5% | -79.9% | +188.4% | +194.6% |
| 10Y | +459.0% | -49.2% | +508.2% | +476.7% |
| All | +2,109.6% | +295.4% | +1,814.2% | +1,163.4% |
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