-45.9%
CHTR vs APA
-2.4%
-43.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.7% |
| 7D | -4.1% | +4.6% | -8.7% | -4.6% |
| 30D | -3.0% | +11.9% | -14.9% | -4.3% |
| 3M | +4.8% | +22.5% | -17.7% | +2.1% |
| 6M | -35.0% | +37.5% | -72.6% | -37.7% |
| YTD | -30.2% | +87.2% | -117.3% | -35.5% |
| 1Y | -44.8% | +101.4% | -146.2% | -49.5% |
| 3Y | -66.6% | +16.9% | -83.5% | -68.2% |
| 5Y | -81.5% | +178.4% | -259.9% | -84.2% |
| All | -45.9% | -2.4% | -43.5% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling