+334.3%
CHTR vs CF
+947.4%
-613.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +0.9% |
| 7D | -1.1% | +6.0% | -7.1% | -1.9% |
| 30D | -0.8% | +14.8% | -15.6% | -2.9% |
| 3M | +17.8% | +14.1% | +3.7% | +15.2% |
| 6M | -34.5% | +28.5% | -63.0% | -37.6% |
| YTD | -27.2% | +74.9% | -102.1% | -34.0% |
| 1Y | -41.4% | +61.7% | -103.1% | -46.4% |
| 3Y | -64.0% | +80.3% | -144.3% | -68.0% |
| 5Y | -81.3% | +226.0% | -307.2% | -85.3% |
| 10Y | -44.1% | +569.9% | -613.9% | -62.5% |
| All | +334.3% | +947.4% | -613.2% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling