-67.7%
CHTR vs ALL
+150.1%
-217.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.2% |
| 7D | -7.1% | -4.3% | -2.8% | -5.7% |
| 30D | -10.9% | -3.6% | -7.3% | -9.7% |
| 3M | +2.0% | +13.2% | -11.2% | -2.1% |
| 6M | -35.9% | +22.5% | -58.4% | -40.0% |
| YTD | -32.7% | +22.7% | -55.4% | -37.1% |
| 1Y | -46.6% | +28.3% | -74.9% | -50.8% |
| All | -67.7% | +150.1% | -217.8% | -77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling