+393.5%
XLP vs CHTR
+334.3%
+59.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -1.0% | -1.1% | 0.0% | -0.9% |
| 30D | -0.9% | -0.8% | -0.1% | -1.0% |
| 3M | +3.8% | +17.8% | -14.0% | +0.6% |
| 6M | -1.7% | -34.5% | +32.8% | +3.4% |
| YTD | +10.3% | -27.2% | +37.4% | +13.7% |
| 1Y | +7.8% | -41.4% | +49.2% | +15.1% |
| 3Y | +27.2% | -64.0% | +91.2% | +44.1% |
| 5Y | +32.5% | -81.3% | +113.8% | +67.9% |
| 10Y | +101.8% | -44.1% | +145.9% | +102.9% |
| All | +393.5% | +334.3% | +59.3% | +237.1% |
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