+155.2%
W vs CHTR
-44.7%
+200.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | -0.7% |
| 7D | -0.9% | -4.1% | +3.2% | +0.8% |
| 30D | -4.2% | -3.0% | -1.3% | -4.1% |
| 3M | +26.9% | +4.8% | +22.1% | +21.0% |
| 6M | +31.2% | -35.0% | +66.3% | +53.3% |
| YTD | -1.8% | -30.2% | +28.3% | +8.1% |
| 1Y | +9.3% | -44.8% | +54.1% | +37.9% |
| 3Y | +33.2% | -66.6% | +99.8% | +108.5% |
| 5Y | -62.4% | -81.5% | +19.1% | -12.3% |
| All | +155.2% | -44.7% | +200.0% | +231.0% |
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 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