+282.5%
CHTR vs A
+634.2%
-351.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.4% | -6.7% | -7.7% |
| 7D | -15.8% | -4.4% | -11.4% | -14.5% |
| 30D | -12.7% | -2.7% | -10.0% | -11.8% |
| 3M | -1.1% | +7.0% | -8.1% | -3.6% |
| 6M | -39.9% | +24.6% | -64.5% | -44.9% |
| YTD | -35.9% | +7.0% | -42.9% | -38.1% |
| 1Y | -49.2% | +15.6% | -64.7% | -52.4% |
| 3Y | -68.3% | +29.9% | -98.2% | -72.2% |
| 5Y | -83.0% | -15.4% | -67.6% | -82.9% |
| 10Y | -49.3% | +248.9% | -298.2% | -69.2% |
| All | +282.5% | +634.2% | -351.6% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling