+215.2%
XLY vs CHTR
-44.7%
+259.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.7% | -2.8% | 0.0% |
| 7D | -1.7% | -4.1% | +2.4% | -0.8% |
| 30D | -4.2% | -3.0% | -1.2% | -3.9% |
| 3M | -2.7% | +4.8% | -7.4% | -4.9% |
| 6M | -0.6% | -35.0% | +34.4% | +7.8% |
| YTD | -5.0% | -30.2% | +25.1% | +0.3% |
| 1Y | -4.1% | -44.8% | +40.7% | +8.2% |
| 3Y | +33.6% | -66.6% | +100.2% | +68.8% |
| 5Y | +28.7% | -81.5% | +110.2% | +96.0% |
| All | +215.2% | -44.7% | +259.9% | +231.5% |
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 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