-75.0%
CHTR vs COMP
-47.7%
-27.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | -1.1% | +1.4% | -2.4% | -1.2% |
| 30D | -0.8% | -13.3% | +12.6% | +0.6% |
| 3M | +17.8% | +41.1% | -23.3% | +13.7% |
| 6M | -34.5% | +17.2% | -51.7% | -36.1% |
| YTD | -27.2% | +5.2% | -32.4% | -28.5% |
| 1Y | -41.4% | +18.9% | -60.4% | -43.4% |
| 3Y | -64.0% | +215.9% | -279.9% | -69.7% |
| 5Y | -81.3% | -31.2% | -50.1% | -84.5% |
| All | -75.0% | -47.7% | -27.4% | -79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling