-61.4%
CHTR vs CAI
-9.9%
-51.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.6% |
| 7D | -4.1% | -2.9% | -1.2% | -3.8% |
| 30D | -3.0% | +9.3% | -12.3% | -3.7% |
| 3M | +4.8% | +35.2% | -30.5% | +1.8% |
| 6M | -35.0% | +30.7% | -65.7% | -37.3% |
| YTD | -30.2% | -9.8% | -20.4% | -31.7% |
| 1Y | -44.8% | -28.9% | -15.9% | -45.0% |
| All | -61.4% | -9.9% | -51.5% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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