-81.6%
CHTR vs COO
-52.5%
-29.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.9% |
| 7D | -4.1% | -22.5% | +18.4% | +4.9% |
| 30D | -3.0% | -29.7% | +26.8% | +10.3% |
| 3M | +4.8% | -20.1% | +24.9% | +13.2% |
| 6M | -35.0% | -26.9% | -8.1% | -27.6% |
| YTD | -30.2% | -34.2% | +4.1% | -19.1% |
| 1Y | -44.8% | -21.3% | -23.5% | -40.5% |
| 3Y | -66.6% | -38.7% | -27.9% | -61.8% |
| All | -81.6% | -52.5% | -29.2% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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