+248.8%
XLF vs CHTR
-44.7%
+293.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.2% |
| 7D | -1.5% | -4.1% | +2.6% | -0.7% |
| 30D | -1.2% | -3.0% | +1.8% | -0.9% |
| 3M | +9.2% | +4.8% | +4.4% | +6.8% |
| 6M | +16.3% | -35.0% | +51.4% | +25.4% |
| YTD | +5.4% | -30.2% | +35.6% | +11.1% |
| 1Y | +7.6% | -44.8% | +52.4% | +20.3% |
| 3Y | +74.2% | -66.6% | +140.8% | +115.7% |
| 5Y | +66.1% | -81.5% | +147.6% | +143.4% |
| All | +248.8% | -44.7% | +293.6% | +272.2% |
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 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