+169.4%
XLV vs CHTR
-44.7%
+214.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.9% |
| 7D | -3.6% | -4.1% | +0.5% | -2.9% |
| 30D | -1.8% | -3.0% | +1.1% | -1.6% |
| 3M | +7.8% | +4.8% | +3.0% | +6.1% |
| 6M | +9.1% | -35.0% | +44.1% | +15.8% |
| YTD | +7.7% | -30.2% | +37.9% | +12.3% |
| 1Y | +20.4% | -44.8% | +65.2% | +31.4% |
| 3Y | +30.8% | -66.6% | +97.3% | +54.3% |
| 5Y | +34.6% | -81.5% | +116.1% | +84.4% |
| All | +169.4% | -44.7% | +214.1% | +176.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling