-83.0%
CHTR vs AR
+148.2%
-231.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.1% | -8.2% | -8.1% |
| 7D | -15.8% | -1.2% | -14.6% | -15.7% |
| 30D | -12.7% | +5.5% | -18.2% | -13.2% |
| 3M | -1.1% | +12.9% | -14.0% | -2.6% |
| 6M | -39.9% | +0.1% | -40.0% | -40.1% |
| YTD | -35.9% | +13.5% | -49.4% | -37.1% |
| 1Y | -49.2% | +21.6% | -70.7% | -50.7% |
| 3Y | -68.3% | +46.0% | -114.3% | -70.4% |
| 5Y | -83.0% | +143.7% | -226.7% | -84.9% |
| All | -83.0% | +148.2% | -231.2% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling