+34.0%
XLB vs CHTR
-81.7%
+115.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.3% | -0.2% |
| 7D | -2.8% | -4.1% | +1.3% | -2.3% |
| 30D | -3.1% | -3.0% | -0.1% | -2.9% |
| 3M | -0.2% | +4.8% | -4.9% | -1.5% |
| 6M | +3.1% | -35.0% | +38.1% | +8.7% |
| YTD | +13.3% | -30.2% | +43.4% | +17.5% |
| 1Y | +12.0% | -44.8% | +56.8% | +21.4% |
| 3Y | +31.4% | -66.6% | +98.0% | +54.1% |
| All | +34.0% | -81.7% | +115.6% | +73.0% |
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 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