-66.2%
CHTR vs CART
+21.6%
-87.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | -1.1% | +1.0% | -2.1% | -1.2% |
| 30D | -0.8% | +12.6% | -13.4% | -2.0% |
| 3M | +17.8% | +23.1% | -5.3% | +15.2% |
| 6M | -34.5% | +39.5% | -74.0% | -36.9% |
| YTD | -27.2% | +13.5% | -40.7% | -28.4% |
| 1Y | -41.4% | +14.9% | -56.3% | -42.7% |
| All | -66.2% | +21.6% | -87.8% | -69.9% |
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