-45.6%
CHTR vs CART
+61.3%
-106.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.1% | +5.5% |
| 7D | +14.1% | +1.4% | +12.7% | +13.9% |
| 30D | +11.6% | +29.7% | -18.1% | +7.5% |
| 3M | -21.4% | +29.7% | -51.2% | -24.0% |
| 6M | -27.3% | +36.8% | -64.1% | -29.3% |
| YTD | -42.4% | +31.7% | -74.1% | -45.3% |
| 1Y | -45.6% | +62.4% | -107.9% | -49.1% |
| All | -45.6% | +61.3% | -106.9% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling