+334.3%
CHTR vs ARWR
+1,469.8%
-1,135.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.1% | +1.7% | -2.7% | -1.1% |
| 30D | -0.8% | -0.7% | -0.1% | -0.8% |
| 3M | +17.8% | +14.9% | +2.9% | +16.6% |
| 6M | -34.5% | +32.6% | -67.1% | -35.8% |
| YTD | -27.2% | +30.0% | -57.2% | -28.6% |
| 1Y | -41.4% | +208.4% | -249.8% | -45.6% |
| 3Y | -64.0% | +208.8% | -272.8% | -67.4% |
| 5Y | -81.3% | +27.8% | -109.1% | -82.6% |
| 10Y | -44.1% | +1,107.6% | -1,151.6% | -53.5% |
| All | +334.3% | +1,469.8% | -1,135.6% | +255.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling