-80.0%
CHTR vs CAPR
+172.3%
-252.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -6.9% | +11.3% | +4.3% |
| 7D | +17.2% | +5.9% | +11.3% | +17.2% |
| 30D | +31.6% | +44.6% | -13.0% | +31.5% |
| 3M | -11.6% | +126.4% | -138.0% | -11.6% |
| 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% | -33.6% |
| 3Y | -65.9% | +235.6% | -301.5% | -68.1% |
| All | -80.0% | +172.3% | -252.3% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling