-45.9%
CHTR vs CAH
+294.8%
-340.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.8% |
| 7D | -4.1% | -5.1% | +1.0% | -3.0% |
| 30D | -3.0% | +0.2% | -3.1% | -3.0% |
| 3M | +4.8% | +6.3% | -1.5% | +3.3% |
| 6M | -35.0% | +9.4% | -44.4% | -36.3% |
| YTD | -30.2% | +15.0% | -45.1% | -32.6% |
| 1Y | -44.8% | +55.4% | -100.2% | -50.6% |
| 3Y | -66.6% | +173.8% | -240.4% | -74.1% |
| 5Y | -81.5% | +395.2% | -476.7% | -87.6% |
| All | -45.9% | +294.8% | -340.7% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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