-47.4%
CHTR vs AR
+57.4%
-104.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | +17.2% | +7.4% | +9.8% | +16.6% |
| 30D | +31.6% | +5.8% | +25.9% | +31.0% |
| 3M | -11.6% | +5.2% | -16.8% | -12.0% |
| 6M | -3.3% | +5.4% | -8.7% | -3.9% |
| YTD | -33.7% | +12.4% | -46.1% | -34.5% |
| 1Y | -32.4% | +12.8% | -45.2% | -33.3% |
| 3Y | -65.9% | +47.2% | -113.1% | -67.3% |
| 5Y | -79.9% | +101.1% | -181.1% | -81.3% |
| All | -47.4% | +57.4% | -104.8% | -45.6% |
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