-80.0%
CHTR vs CMS
+36.3%
-116.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +3.5% |
| 7D | +17.2% | +1.7% | +15.5% | +16.3% |
| 30D | +31.6% | +6.2% | +25.4% | +28.3% |
| 3M | -11.6% | +0.6% | -12.2% | -11.8% |
| 6M | -3.3% | -1.8% | -1.5% | -2.5% |
| YTD | -33.7% | +3.8% | -37.6% | -34.8% |
| 1Y | -32.4% | -1.8% | -30.7% | -32.0% |
| 3Y | -65.9% | +39.8% | -105.8% | -71.3% |
| All | -80.0% | +36.3% | -116.3% | -82.8% |
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