+1,809.6%
V vs CHTR
+316.4%
+1,493.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.7% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | +1.9% | -4.5% | +6.4% | +2.8% |
| 3M | +15.5% | +10.2% | +5.3% | +11.8% |
| 6M | +16.6% | -37.2% | +53.9% | +27.6% |
| YTD | +5.7% | -30.2% | +35.9% | +11.9% |
| 1Y | +8.6% | -44.8% | +53.3% | +22.2% |
| 3Y | +52.5% | -65.5% | +118.0% | +88.0% |
| 5Y | +67.1% | -81.8% | +148.9% | +146.4% |
| 10Y | +376.8% | -45.8% | +422.5% | +386.8% |
| All | +1,809.6% | +316.4% | +1,493.2% | +986.0% |
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