+237.3%
CHTR vs CF
+837.8%
-600.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.7% | -6.9% | -6.3% |
| 7D | +5.9% | -3.2% | +9.1% | +6.3% |
| 30D | +10.4% | +4.3% | +6.1% | +9.6% |
| 3M | -25.0% | +2.8% | -27.8% | -25.5% |
| 6M | -24.6% | +0.6% | -25.2% | -25.2% |
| YTD | -43.4% | +56.6% | -100.1% | -48.0% |
| 1Y | -45.8% | +49.6% | -95.4% | -49.9% |
| 3Y | -71.6% | +61.5% | -133.1% | -74.4% |
| 5Y | -82.9% | +124.0% | -206.8% | -85.7% |
| 10Y | -52.8% | +573.2% | -626.0% | -68.4% |
| All | +237.3% | +837.8% | -600.4% | +113.0% |
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 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