-54.7%
CHTR vs CLBK
+65.6%
-120.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.8% |
| 7D | -7.1% | -1.4% | -5.8% | -6.7% |
| 30D | -10.9% | +4.5% | -15.4% | -12.1% |
| 3M | +2.0% | +22.8% | -20.8% | -4.2% |
| 6M | -35.9% | +43.4% | -79.4% | -42.6% |
| YTD | -32.7% | +64.1% | -96.8% | -42.1% |
| 1Y | -46.6% | +67.6% | -114.1% | -54.5% |
| 3Y | -66.7% | +53.3% | -120.0% | -71.4% |
| 5Y | -82.1% | +44.8% | -127.0% | -84.9% |
| All | -54.7% | +65.6% | -120.3% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded CLBK 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling