-47.8%
CHTR vs CMS
+120.6%
-168.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.3% |
| 7D | -7.1% | -1.3% | -5.8% | -6.6% |
| 30D | -10.9% | -2.8% | -8.1% | -9.9% |
| 3M | +2.0% | -7.1% | +9.1% | +4.9% |
| 6M | -35.9% | -10.0% | -25.9% | -33.2% |
| YTD | -32.7% | -0.9% | -31.7% | -32.5% |
| 1Y | -46.6% | -2.0% | -44.6% | -46.2% |
| 3Y | -66.7% | +33.0% | -99.7% | -70.6% |
| 5Y | -82.1% | +24.3% | -106.4% | -83.9% |
| All | -47.8% | +120.6% | -168.4% | -60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 10y: compounded portfolio wealth divided by compounded CMS 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…
10y analysis · Full analysis span regression · 6 months rolling