-69.3%
CHTR vs CMS
+34.5%
-103.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.9% | -7.2% | -7.8% |
| 7D | -15.8% | +0.2% | -15.9% | -15.8% |
| 30D | -12.7% | -1.3% | -11.4% | -12.2% |
| 3M | -1.1% | -5.4% | +4.3% | +1.0% |
| 6M | -39.9% | -10.3% | -29.6% | -37.3% |
| YTD | -35.9% | -0.2% | -35.6% | -35.8% |
| 1Y | -49.2% | -0.9% | -48.3% | -49.0% |
| All | -69.3% | +34.5% | -103.8% | -74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling