-83.0%
CHTR vs CMS
+23.1%
-106.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.9% | -7.2% | -7.7% |
| 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% | +1.2% |
| 6M | -39.9% | -10.3% | -29.6% | -37.1% |
| YTD | -35.9% | -0.2% | -35.6% | -35.9% |
| 1Y | -49.2% | -0.9% | -48.3% | -49.1% |
| 3Y | -68.3% | +34.0% | -102.3% | -72.7% |
| 5Y | -83.0% | +23.6% | -106.5% | -85.2% |
| All | -83.0% | +23.1% | -106.0% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling