+530.9%
XLF vs CHTR
+316.5%
+214.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.0% | -0.3% |
| 7D | -1.5% | -4.1% | +2.6% | -0.6% |
| 30D | -1.2% | -3.0% | +1.8% | -0.9% |
| 3M | +9.2% | +4.8% | +4.4% | +6.5% |
| 6M | +16.3% | -35.0% | +51.4% | +26.4% |
| YTD | +5.4% | -30.2% | +35.6% | +11.7% |
| 1Y | +7.6% | -44.8% | +52.4% | +21.6% |
| 3Y | +74.2% | -66.6% | +140.8% | +118.8% |
| 5Y | +66.1% | -81.5% | +147.6% | +146.3% |
| 10Y | +252.8% | -44.8% | +297.6% | +251.2% |
| All | +530.9% | +316.5% | +214.4% | +173.3% |
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