+165.0%
W vs CHTR
-1.9%
+166.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +2.5% |
| 7D | +6.5% | -0.3% | +6.8% | +6.2% |
| 30D | -6.2% | -4.5% | -1.7% | -5.0% |
| 3M | +48.9% | +10.2% | +38.6% | +39.7% |
| 6M | +31.2% | -37.2% | +68.4% | +55.1% |
| YTD | -0.4% | -30.2% | +29.7% | +9.6% |
| 1Y | +14.8% | -44.8% | +59.6% | +43.0% |
| 3Y | +40.5% | -65.5% | +106.0% | +108.8% |
| 5Y | -62.1% | -81.8% | +19.6% | -19.7% |
| 10Y | +141.5% | -45.8% | +187.3% | +226.5% |
| All | +165.0% | -1.9% | +166.9% | +185.4% |
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