+28.1%
XLP vs CHTR
-63.8%
+91.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -1.0% | -1.1% | 0.0% | -1.0% |
| 30D | -0.9% | -0.8% | -0.1% | -0.9% |
| 3M | +3.8% | +17.8% | -14.0% | +2.1% |
| 6M | -1.7% | -34.5% | +32.8% | +0.8% |
| YTD | +10.3% | -27.2% | +37.4% | +11.8% |
| 1Y | +7.8% | -41.4% | +49.2% | +11.4% |
| All | +28.1% | -63.8% | +91.9% | +37.4% |
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