-47.8%
CHTR vs AR
+44.6%
-92.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.1% | +4.9% | +5.0% |
| 7D | -7.1% | -1.3% | -5.8% | -7.1% |
| 30D | -10.9% | +3.5% | -14.4% | -11.1% |
| 3M | +2.0% | +9.9% | -7.9% | +1.2% |
| 6M | -35.9% | +4.5% | -40.5% | -36.2% |
| YTD | -32.7% | +13.7% | -46.3% | -33.5% |
| 1Y | -46.6% | +19.2% | -65.8% | -47.5% |
| 3Y | -66.7% | +46.2% | -112.9% | -68.1% |
| 5Y | -82.1% | +145.9% | -228.0% | -83.6% |
| All | -47.8% | +44.6% | -92.4% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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