+555.9%
XYZ vs CHTR
-27.8%
+583.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.6% |
| 7D | -2.2% | +13.4% | -15.5% | -8.5% |
| 30D | +11.6% | +33.0% | -21.4% | -3.1% |
| 3M | +8.4% | -13.6% | +22.0% | +13.9% |
| 6M | +17.2% | -7.8% | +24.9% | +17.5% |
| YTD | +31.7% | -34.7% | +66.4% | +48.9% |
| 1Y | +30.1% | -34.8% | +64.9% | +46.7% |
| 3Y | +66.4% | -66.7% | +133.2% | +149.6% |
| 5Y | -62.2% | -80.4% | +18.2% | -22.7% |
| 10Y | +621.5% | -50.0% | +671.5% | +854.9% |
| All | +555.9% | -27.8% | +583.7% | +630.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling