-45.6%
CHTR vs CCI
+7.6%
-53.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.5% | -0.8% | +4.5% |
| 7D | +14.1% | +5.0% | +9.1% | +13.0% |
| 30D | +11.6% | +36.4% | -24.8% | +4.2% |
| 3M | -21.4% | +20.4% | -41.9% | -23.3% |
| 6M | -27.3% | +4.9% | -32.2% | -25.3% |
| YTD | -42.4% | +7.8% | -50.2% | -41.5% |
| 1Y | -45.6% | +7.3% | -52.9% | -44.8% |
| All | -45.6% | +7.6% | -53.1% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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