-49.3%
CHTR vs CF
+599.7%
-649.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.8% | -10.9% | -8.5% |
| 7D | -15.8% | -0.8% | -14.9% | -15.7% |
| 30D | -12.7% | +14.3% | -26.9% | -14.6% |
| 3M | -1.1% | +27.9% | -28.9% | -5.1% |
| 6M | -39.9% | +25.5% | -65.4% | -42.7% |
| YTD | -35.9% | +81.2% | -117.1% | -42.7% |
| 1Y | -49.2% | +66.5% | -115.7% | -54.0% |
| 3Y | -68.3% | +76.7% | -145.0% | -72.0% |
| 5Y | -83.0% | +237.8% | -320.8% | -87.1% |
| 10Y | -49.3% | +619.9% | -669.2% | -68.0% |
| All | -49.3% | +599.7% | -649.0% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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