+1.0%
XLU vs CHTR
-46.1%
+47.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.7% | -5.2% | +0.3% |
| 7D | +2.6% | +14.1% | -11.5% | +2.3% |
| 30D | +9.1% | +11.6% | -2.5% | +8.8% |
| 3M | -0.4% | -21.4% | +21.0% | -0.2% |
| 6M | -4.7% | -27.3% | +22.6% | -4.3% |
| YTD | +4.3% | -42.4% | +46.7% | +5.1% |
| 1Y | +1.0% | -45.6% | +46.6% | +2.5% |
| All | +1.0% | -46.1% | +47.0% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling