-45.6%
CHTR vs ALL
+42.7%
-88.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.9% | +2.8% | +4.0% |
| 7D | +14.1% | +7.5% | +6.6% | +9.7% |
| 30D | +11.6% | +19.7% | -8.2% | +1.3% |
| 3M | -21.4% | +2.9% | -24.3% | -23.0% |
| 6M | -27.3% | +23.5% | -50.8% | -34.5% |
| YTD | -42.4% | +31.1% | -73.5% | -49.8% |
| 1Y | -45.6% | +40.5% | -86.0% | -52.7% |
| All | -45.6% | +42.7% | -88.3% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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