-65.5%
CHTR vs COMP
+221.9%
-287.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +6.9% |
| 6M | -37.2% | +23.6% | -60.8% | -38.7% |
| YTD | -30.2% | +1.7% | -31.9% | -30.8% |
| 1Y | -44.8% | +12.6% | -57.3% | -46.1% |
| 3Y | -65.5% | +221.9% | -287.4% | -70.1% |
| All | -65.5% | +221.9% | -287.4% | -70.1% |
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