+25.1%
XYZ vs CHTR
-36.4%
+61.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.4% | -3.6% |
| 7D | -2.1% | +5.4% | -7.5% | -3.2% |
| 30D | +7.0% | +24.0% | -17.0% | +2.7% |
| 3M | +5.1% | -11.7% | +16.8% | +6.5% |
| 6M | +14.1% | -10.3% | +24.4% | +14.7% |
| YTD | +26.4% | -36.5% | +62.8% | +32.5% |
| 1Y | +25.1% | -37.7% | +62.8% | +31.4% |
| All | +25.1% | -36.4% | +61.5% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling