+334.3%
CHTR vs CAPR
-98.4%
+432.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.4% |
| 7D | -1.1% | -2.0% | +0.9% | -1.0% |
| 30D | -0.8% | +139.2% | -140.0% | -1.6% |
| 3M | +17.8% | -66.4% | +84.1% | +18.1% |
| 6M | -34.5% | -63.1% | +28.7% | -34.4% |
| YTD | -27.2% | -67.4% | +40.2% | -27.0% |
| 1Y | -41.4% | +58.2% | -99.7% | -43.6% |
| 3Y | -64.0% | +42.2% | -106.2% | -65.9% |
| 5Y | -81.3% | +87.3% | -168.5% | -82.5% |
| 10Y | -44.1% | -75.3% | +31.2% | -49.7% |
| All | +334.3% | -98.4% | +432.6% | +276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling