+11.7%
CHTR vs AR
-27.2%
+38.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -1.1% | +2.5% | -3.6% | -1.3% |
| 30D | -0.8% | +14.8% | -15.6% | -1.8% |
| 3M | +17.8% | +6.2% | +11.5% | +17.1% |
| 6M | -34.5% | +4.3% | -38.8% | -34.8% |
| YTD | -27.2% | +14.4% | -41.6% | -28.1% |
| 1Y | -41.4% | +21.3% | -62.8% | -42.5% |
| 3Y | -64.0% | +39.8% | -103.8% | -65.4% |
| 5Y | -81.3% | +142.1% | -223.3% | -82.8% |
| 10Y | -44.1% | +52.0% | -96.1% | -47.5% |
| All | +11.7% | -27.2% | +38.9% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling