+9.3%
W vs CHTR
-44.4%
+53.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.6% |
| 7D | -0.9% | -4.1% | +3.2% | -0.2% |
| 30D | -4.2% | -3.0% | -1.3% | -4.0% |
| 3M | +26.9% | +4.8% | +22.1% | +25.1% |
| 6M | +31.2% | -35.0% | +66.3% | +30.7% |
| YTD | -1.8% | -30.2% | +28.3% | -1.2% |
| 1Y | +9.3% | -44.8% | +54.1% | +23.7% |
| All | +9.3% | -44.4% | +53.7% | +23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling