+316.4%
CHTR vs ALL
+1,109.7%
-793.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.4% | -1.8% | -3.2% |
| 7D | -0.3% | -1.7% | +1.4% | +0.4% |
| 30D | -4.5% | -4.7% | +0.2% | -2.7% |
| 3M | +10.2% | +18.4% | -8.1% | +3.3% |
| 6M | -37.2% | +20.5% | -57.8% | -41.6% |
| YTD | -30.2% | +23.5% | -53.7% | -35.7% |
| 1Y | -44.8% | +29.0% | -73.8% | -50.1% |
| 3Y | -65.5% | +153.7% | -219.2% | -76.5% |
| 5Y | -81.8% | +114.8% | -196.6% | -87.1% |
| 10Y | -45.8% | +356.1% | -401.9% | -73.5% |
| All | +316.4% | +1,109.7% | -793.3% | +27.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling