+102.4%
XLP vs CHTR
-46.7%
+149.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.0% | -4.9% | -0.7% |
| 7D | -2.5% | -7.1% | +4.6% | -1.5% |
| 30D | -1.9% | -10.9% | +9.0% | -0.4% |
| 3M | -2.1% | +2.0% | -4.1% | -3.0% |
| 6M | -1.8% | -35.9% | +34.1% | +3.3% |
| YTD | +8.3% | -32.7% | +41.0% | +12.8% |
| 1Y | +6.8% | -46.6% | +53.4% | +15.4% |
| 3Y | +25.7% | -66.7% | +92.5% | +44.0% |
| 5Y | +31.9% | -82.1% | +114.1% | +71.2% |
| All | +102.4% | -46.7% | +149.2% | +109.0% |
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