-61.9%
CHTR vs AS
+114.1%
-176.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.9% |
| 7D | -0.3% | -2.6% | +2.3% | -0.2% |
| 30D | -4.5% | -22.1% | +17.6% | -3.2% |
| 3M | +10.2% | -15.3% | +25.6% | +11.1% |
| 6M | -37.2% | -15.6% | -21.7% | -36.8% |
| YTD | -30.2% | -23.2% | -7.0% | -29.4% |
| 1Y | -44.8% | -21.7% | -23.1% | -44.3% |
| All | -61.9% | +114.1% | -176.0% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 3y: compounded portfolio wealth divided by compounded AS 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…
3y analysis · Full analysis span regression · 6 months rolling