-81.6%
CHTR vs CAPR
+69.4%
-151.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.7% |
| 7D | -4.1% | -11.0% | +6.9% | -4.1% |
| 30D | -3.0% | +99.8% | -102.7% | -3.0% |
| 3M | +4.8% | -66.6% | +71.3% | +4.9% |
| 6M | -35.0% | -75.1% | +40.0% | -34.9% |
| YTD | -30.2% | -71.0% | +40.8% | -30.1% |
| 1Y | -44.8% | +30.0% | -74.7% | -45.7% |
| 3Y | -66.6% | +29.0% | -95.5% | -68.0% |
| All | -81.6% | +69.4% | -151.1% | -83.1% |
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