-45.9%
CHTR vs ARWR
+1,081.9%
-1,127.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -4.1% | -4.0% | -0.1% | -3.7% |
| 30D | -3.0% | -5.0% | +2.1% | -2.6% |
| 3M | +4.8% | +11.3% | -6.6% | +3.6% |
| 6M | -35.0% | +42.6% | -77.6% | -37.3% |
| YTD | -30.2% | +24.8% | -55.0% | -31.9% |
| 1Y | -44.8% | +178.8% | -223.5% | -50.0% |
| 3Y | -66.6% | +183.3% | -249.9% | -70.9% |
| 5Y | -81.5% | +29.5% | -111.0% | -83.4% |
| All | -45.9% | +1,081.9% | -1,127.8% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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