+421.5%
CARR vs CHTR
-61.6%
+483.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.7% | -2.3% | +0.7% |
| 7D | -3.8% | -4.1% | +0.3% | -3.0% |
| 30D | -8.9% | -3.0% | -5.9% | -8.7% |
| 3M | -17.3% | +4.8% | -22.1% | -19.1% |
| 6M | -1.4% | -35.0% | +33.6% | +6.1% |
| YTD | +10.0% | -30.2% | +40.2% | +15.8% |
| 1Y | -6.4% | -44.8% | +38.4% | +4.6% |
| 3Y | +1.5% | -66.6% | +68.1% | +25.6% |
| 5Y | +9.3% | -81.5% | +90.8% | +49.7% |
| All | +421.5% | -61.6% | +483.1% | +588.3% |
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