-78.0%
CHTR vs COMP
-49.7%
-28.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.7% | -7.5% | -8.1% |
| 7D | -15.8% | +0.8% | -16.6% | -15.9% |
| 30D | -12.7% | -13.9% | +1.2% | -11.3% |
| 3M | -1.1% | +30.7% | -31.8% | -3.8% |
| 6M | -39.9% | +18.7% | -58.6% | -41.4% |
| YTD | -35.9% | +1.0% | -36.9% | -36.7% |
| 1Y | -49.2% | +15.1% | -64.2% | -50.7% |
| 3Y | -68.3% | +219.8% | -288.1% | -73.4% |
| 5Y | -83.0% | -28.7% | -54.3% | -85.9% |
| All | -78.0% | -49.7% | -28.3% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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