-81.8%
CHTR vs CF
+222.3%
-304.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.8% | -4.2% |
| 7D | -0.3% | -0.9% | +0.6% | -0.2% |
| 30D | -4.5% | +18.1% | -22.6% | -6.2% |
| 3M | +10.2% | +23.4% | -13.1% | +7.6% |
| 6M | -37.2% | +17.1% | -54.3% | -38.8% |
| YTD | -30.2% | +76.2% | -106.4% | -35.7% |
| 1Y | -44.8% | +62.3% | -107.0% | -48.6% |
| 3Y | -65.5% | +71.8% | -137.3% | -68.7% |
| 5Y | -81.8% | +234.6% | -316.3% | -85.3% |
| All | -81.8% | +222.3% | -304.0% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling