+385.9%
XLU vs CHTR
+316.5%
+69.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.9% |
| 7D | -1.6% | -4.1% | +2.5% | -1.1% |
| 30D | -3.3% | -3.0% | -0.3% | -3.2% |
| 3M | -3.2% | +4.8% | -7.9% | -4.6% |
| 6M | -7.0% | -35.0% | +28.1% | -2.3% |
| YTD | +0.6% | -30.2% | +30.8% | +4.0% |
| 1Y | +2.4% | -44.8% | +47.2% | +10.0% |
| 3Y | +46.3% | -66.6% | +112.8% | +67.2% |
| 5Y | +44.0% | -81.5% | +125.4% | +80.9% |
| 10Y | +140.1% | -44.8% | +184.9% | +145.4% |
| All | +385.9% | +316.5% | +69.4% | +232.9% |
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