-47.4%
CHTR vs CAPR
-65.7%
+18.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.9% | +11.3% | +4.4% |
| 7D | +17.2% | +5.9% | +11.3% | +17.1% |
| 30D | +31.6% | +44.6% | -13.0% | +31.3% |
| 3M | -11.6% | +126.4% | -138.0% | -12.1% |
| 6M | -3.3% | -68.6% | +65.3% | -3.1% |
| YTD | -33.7% | -67.0% | +33.3% | -33.7% |
| 1Y | -32.4% | +65.2% | -97.6% | -34.3% |
| 3Y | -65.9% | +235.6% | -301.5% | -67.7% |
| 5Y | -79.9% | +175.4% | -255.4% | -81.1% |
| All | -47.4% | -65.7% | +18.3% | -51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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