-71.6%
CHTR vs COMP
+353.8%
-425.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +10.7% | -16.9% | -7.2% |
| 7D | +5.9% | +13.4% | -7.5% | +4.4% |
| 30D | +10.4% | +11.1% | -0.7% | +8.9% |
| 3M | -25.0% | -18.8% | -6.2% | -23.8% |
| 6M | -24.6% | +10.5% | -35.1% | -25.6% |
| YTD | -43.4% | -3.4% | -40.0% | -43.9% |
| 1Y | -45.8% | +19.7% | -65.5% | -47.4% |
| 3Y | -71.6% | +381.6% | -453.2% | -77.0% |
| All | -71.6% | +353.8% | -425.4% | -77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling