-70.2%
CHTR vs CART
+11.0%
-81.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.8% | -5.3% | -7.8% |
| 7D | -15.8% | -9.5% | -6.3% | -14.8% |
| 30D | -12.7% | -7.8% | -4.9% | -11.9% |
| 3M | -1.1% | +10.4% | -11.5% | -2.1% |
| 6M | -39.9% | +20.1% | -60.0% | -41.1% |
| YTD | -35.9% | +3.7% | -39.6% | -36.3% |
| 1Y | -49.2% | +2.6% | -51.7% | -49.6% |
| All | -70.2% | +11.0% | -81.3% | -73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling