+584.9%
XYZ vs CHTR
-49.2%
+634.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.3% | -1.5% | +0.8% |
| 7D | -1.1% | +17.2% | -18.3% | -8.7% |
| 30D | +11.5% | +31.6% | -20.1% | -2.9% |
| 3M | +1.8% | -11.6% | +13.4% | +6.0% |
| 6M | +21.2% | -3.3% | +24.5% | +18.8% |
| YTD | +29.9% | -33.7% | +63.6% | +46.2% |
| 1Y | +35.8% | -32.4% | +68.2% | +50.6% |
| 3Y | +62.6% | -65.9% | +128.5% | +143.9% |
| 5Y | -62.8% | -79.9% | +17.1% | -21.8% |
| All | +584.9% | -49.2% | +634.0% | +781.1% |
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