+70.3%
XLI vs CHTR
-65.7%
+136.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.7% | -2.6% | +0.7% |
| 7D | -1.7% | -4.1% | +2.4% | -1.3% |
| 30D | -7.3% | -3.0% | -4.3% | -7.2% |
| 3M | -1.3% | +4.8% | -6.1% | -2.2% |
| 6M | +2.2% | -35.0% | +37.3% | +6.1% |
| YTD | +11.7% | -30.2% | +41.9% | +14.6% |
| 1Y | +14.3% | -44.8% | +59.0% | +20.9% |
| 3Y | +70.3% | -66.6% | +136.9% | +94.9% |
| All | +70.3% | -65.7% | +136.0% | +94.9% |
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