-36.3%
CHTR vs COMP
+16.2%
-52.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -7.4% | +18.0% | +11.3% |
| 7D | +17.8% | +7.2% | +10.6% | +16.4% |
| 30D | +29.7% | +6.4% | +23.3% | +28.0% |
| 3M | -12.5% | -19.4% | +6.9% | -11.2% |
| 6M | -13.4% | +14.6% | -28.0% | -14.1% |
| YTD | -35.8% | -5.5% | -30.3% | -34.3% |
| 1Y | -36.3% | +13.7% | -50.0% | -36.3% |
| All | -36.3% | +16.2% | -52.5% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling