-81.8%
CHTR vs COMP
-32.0%
-49.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | +10.2% | +41.8% | -31.6% | +6.3% |
| 6M | -37.2% | +23.6% | -60.8% | -39.1% |
| YTD | -30.2% | +1.7% | -31.9% | -31.2% |
| 1Y | -44.8% | +12.6% | -57.3% | -46.4% |
| 3Y | -65.5% | +221.9% | -287.4% | -71.2% |
| 5Y | -81.8% | -28.1% | -53.6% | -85.4% |
| All | -81.8% | -32.0% | -49.7% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling