+71.4%
XLC vs CHTR
-65.7%
+137.0%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.4% |
| 7D | +0.5% | -4.1% | +4.6% | +1.0% |
| 30D | +2.1% | -3.0% | +5.1% | +2.3% |
| 3M | +0.7% | +4.8% | -4.1% | -0.5% |
| 6M | -3.2% | -35.0% | +31.8% | +1.4% |
| YTD | -3.8% | -30.2% | +26.4% | -0.7% |
| 1Y | -2.0% | -44.8% | +42.7% | +4.9% |
| 3Y | +71.4% | -66.6% | +137.9% | +97.9% |
| All | +71.4% | -65.7% | +137.0% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling