+433.8%
XLP vs CHTR
+246.3%
+187.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.5% |
| 7D | +0.1% | +4.9% | -4.8% | -0.7% |
| 30D | +8.9% | +17.2% | -8.3% | +6.1% |
| 3M | +7.5% | -20.6% | +28.0% | +10.9% |
| 6M | +9.4% | -21.7% | +31.2% | +12.6% |
| YTD | +19.3% | -41.9% | +61.2% | +27.0% |
| 1Y | +21.7% | -44.9% | +66.6% | +30.7% |
| 3Y | +44.0% | -70.0% | +114.0% | +67.4% |
| 5Y | +42.8% | -82.6% | +125.4% | +81.1% |
| 10Y | +128.8% | -55.1% | +183.9% | +137.5% |
| All | +433.8% | +246.3% | +187.5% | +276.6% |
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