+334.3%
CHTR vs ALL
+1,138.9%
-804.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -0.8% | -1.5% | +0.7% | -0.2% |
| 3M | +17.8% | +23.6% | -5.8% | +8.5% |
| 6M | -34.5% | +22.3% | -56.8% | -39.4% |
| YTD | -27.2% | +26.5% | -53.7% | -33.6% |
| 1Y | -41.4% | +27.0% | -68.4% | -46.9% |
| 3Y | -64.0% | +149.6% | -213.6% | -75.3% |
| 5Y | -81.3% | +118.1% | -199.4% | -86.8% |
| 10Y | -44.1% | +369.0% | -413.0% | -73.0% |
| All | +334.3% | +1,138.9% | -804.6% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling