-82.3%
CHTR vs A
-16.5%
-65.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.1% | +6.1% | +5.3% |
| 7D | -7.1% | -4.6% | -2.6% | -5.7% |
| 30D | -10.9% | -4.3% | -6.6% | -9.6% |
| 3M | +2.0% | +8.9% | -6.9% | -0.9% |
| 6M | -35.9% | +24.5% | -60.4% | -41.0% |
| YTD | -32.7% | +5.8% | -38.5% | -34.5% |
| 1Y | -46.6% | +16.2% | -62.8% | -49.8% |
| 3Y | -66.7% | +28.5% | -95.2% | -71.2% |
| All | -82.3% | -16.5% | -65.7% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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