-62.8%
CHTR vs CAI
-11.0%
-51.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +4.9% | +5.0% |
| 7D | -7.1% | -5.1% | -2.1% | -6.7% |
| 30D | -10.9% | +3.9% | -14.8% | -11.1% |
| 3M | +2.0% | +40.1% | -38.1% | -1.2% |
| 6M | -35.9% | +29.7% | -65.6% | -38.1% |
| YTD | -32.7% | -10.9% | -21.8% | -34.0% |
| 1Y | -46.6% | -28.0% | -18.5% | -46.9% |
| All | -62.8% | -11.0% | -51.8% | -63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling