+147.8%
XEL vs CHTR
-44.7%
+192.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.5% |
| 7D | -0.3% | -4.1% | +3.8% | +0.3% |
| 30D | -3.9% | -3.0% | -1.0% | -3.8% |
| 3M | -2.8% | +4.8% | -7.6% | -4.4% |
| 6M | -5.4% | -35.0% | +29.6% | -0.2% |
| YTD | +3.8% | -30.2% | +33.9% | +7.6% |
| 1Y | +6.8% | -44.8% | +51.6% | +15.5% |
| 3Y | +45.6% | -66.6% | +112.1% | +69.5% |
| 5Y | +30.7% | -81.5% | +112.2% | +71.9% |
| All | +147.8% | -44.7% | +192.5% | +162.9% |
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