+437.1%
XLP vs CHTR
+289.5%
+147.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.2% |
| 7D | -0.5% | +13.4% | -13.9% | -2.6% |
| 30D | +8.3% | +33.0% | -24.7% | +3.3% |
| 3M | +8.7% | -13.6% | +22.3% | +10.5% |
| 6M | +11.2% | -7.8% | +18.9% | +11.4% |
| YTD | +20.0% | -34.7% | +54.7% | +25.3% |
| 1Y | +21.3% | -34.8% | +56.2% | +26.7% |
| 3Y | +43.8% | -66.7% | +110.6% | +64.4% |
| 5Y | +43.3% | -80.4% | +123.7% | +78.2% |
| 10Y | +136.8% | -50.0% | +186.7% | +141.4% |
| All | +437.1% | +289.5% | +147.7% | +271.6% |
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