-73.7%
CHTR vs CART
+38.4%
-112.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.6% | -6.8% | -6.2% |
| 7D | +5.9% | +3.0% | +2.9% | +5.6% |
| 30D | +10.4% | +28.6% | -18.2% | +7.0% |
| 3M | -25.0% | +29.1% | -54.1% | -27.3% |
| 6M | -24.6% | +44.7% | -69.3% | -27.8% |
| YTD | -43.4% | +29.2% | -72.7% | -45.4% |
| 1Y | -45.8% | +66.2% | -112.0% | -49.2% |
| 3Y | -71.6% | +112.8% | -184.4% | -75.2% |
| All | -73.7% | +38.4% | -112.1% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling