-83.0%
CHTR vs CF
+120.6%
-203.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.3% |
| 7D | +5.9% | -3.2% | +9.1% | +6.2% |
| 30D | +10.4% | +4.3% | +6.1% | +9.8% |
| 3M | -25.0% | +2.8% | -27.8% | -25.4% |
| 6M | -24.6% | +0.6% | -25.2% | -25.0% |
| YTD | -43.4% | +56.6% | -100.1% | -47.4% |
| 1Y | -45.8% | +49.6% | -95.4% | -49.3% |
| 3Y | -71.6% | +61.5% | -133.1% | -74.2% |
| All | -83.0% | +120.6% | -203.6% | -85.6% |
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