-68.6%
XYZ vs CHTR
-81.8%
+13.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -1.5% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +1.4% | -4.5% | +5.9% | +3.0% |
| 3M | +14.6% | +10.2% | +4.3% | +8.4% |
| 6M | +20.8% | -37.2% | +58.0% | +40.3% |
| YTD | +23.1% | -30.2% | +53.2% | +35.2% |
| 1Y | +5.6% | -44.8% | +50.4% | +29.8% |
| 3Y | +50.9% | -65.5% | +116.4% | +124.3% |
| 5Y | -68.6% | -81.8% | +13.2% | -29.4% |
| All | -68.6% | -81.8% | +13.2% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling