-44.7%
CHTR vs COMP
+14.0%
-58.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.8% |
| 7D | -0.3% | +4.1% | -4.4% | -0.7% |
| 30D | -4.5% | -14.5% | +10.1% | -3.0% |
| 3M | +10.2% | +41.8% | -31.6% | +8.2% |
| 6M | -37.2% | +23.6% | -60.8% | -37.5% |
| YTD | -30.2% | +1.7% | -31.9% | -29.5% |
| All | -44.7% | +14.0% | -58.7% | -45.8% |
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