+332.5%
XLB vs CHTR
+316.4%
+16.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.2% | 0.0% |
| 7D | -0.2% | -0.3% | +0.1% | -0.3% |
| 30D | -1.7% | -4.5% | +2.7% | -1.0% |
| 3M | +4.4% | +10.2% | -5.9% | +0.9% |
| 6M | +5.0% | -37.2% | +42.3% | +14.5% |
| YTD | +15.5% | -30.2% | +45.7% | +21.9% |
| 1Y | +14.9% | -44.8% | +59.7% | +28.7% |
| 3Y | +34.5% | -65.5% | +100.0% | +64.3% |
| 5Y | +36.5% | -81.8% | +118.3% | +97.1% |
| 10Y | +159.6% | -45.8% | +205.4% | +159.4% |
| All | +332.5% | +316.4% | +16.1% | +95.2% |
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