+32.0%
XLP vs CHTR
-81.8%
+113.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | -0.2% |
| 7D | -1.4% | -0.3% | -1.1% | -1.5% |
| 30D | -1.3% | -4.5% | +3.2% | -0.9% |
| 3M | +1.8% | +10.2% | -8.4% | +0.5% |
| 6M | -0.8% | -37.2% | +36.4% | +2.9% |
| YTD | +9.5% | -30.2% | +39.7% | +12.1% |
| 1Y | +7.2% | -44.8% | +51.9% | +12.5% |
| 3Y | +27.1% | -65.5% | +92.6% | +39.0% |
| 5Y | +32.0% | -81.8% | +113.8% | +54.7% |
| All | +32.0% | -81.8% | +113.8% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling