-62.8%
W vs CHTR
-82.1%
+19.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.0% | -7.6% | -4.8% |
| 7D | +0.5% | -7.1% | +7.6% | +3.4% |
| 30D | -5.6% | -10.9% | +5.3% | -1.8% |
| 3M | +41.9% | +2.0% | +39.9% | +38.1% |
| 6M | +30.2% | -35.9% | +66.1% | +49.5% |
| YTD | -2.9% | -32.7% | +29.7% | +7.0% |
| 1Y | +11.6% | -46.6% | +58.1% | +39.3% |
| 3Y | +37.0% | -66.7% | +103.7% | +108.1% |
| 5Y | -62.8% | -82.1% | +19.3% | -20.5% |
| All | -62.8% | -82.1% | +19.3% | -20.5% |
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