+604.5%
XYZ vs CHTR
-49.7%
+654.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -8.1% | +7.3% | +3.0% |
| 7D | -3.7% | -15.8% | +12.1% | +4.2% |
| 30D | +0.5% | -12.7% | +13.2% | +6.6% |
| 3M | +16.3% | -1.1% | +17.4% | +14.5% |
| 6M | +21.1% | -39.9% | +61.1% | +46.2% |
| YTD | +22.0% | -35.9% | +57.8% | +41.3% |
| 1Y | +5.2% | -49.2% | +54.3% | +37.4% |
| 3Y | +49.6% | -68.3% | +117.9% | +135.6% |
| 5Y | -68.4% | -83.0% | +14.5% | -26.7% |
| 10Y | +604.5% | -49.3% | +653.8% | +874.1% |
| All | +604.5% | -49.7% | +654.3% | +874.1% |
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