-1.8%
CARR vs CHTR
-46.1%
+44.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | +0.2% |
| 7D | -0.7% | +14.1% | -14.8% | -1.5% |
| 30D | +0.3% | +11.6% | -11.3% | -0.4% |
| 3M | -14.9% | -21.4% | +6.5% | -13.7% |
| 6M | -14.9% | -27.3% | +12.4% | -12.0% |
| YTD | +7.0% | -42.4% | +49.4% | +10.9% |
| 1Y | -1.8% | -45.6% | +43.8% | +4.5% |
| All | -1.8% | -46.1% | +44.3% | +4.5% |
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