+334.3%
CHTR vs COO
+646.7%
-312.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -1.1% | -2.2% | +1.2% | -0.3% |
| 30D | -0.8% | -7.0% | +6.2% | +1.7% |
| 3M | +17.8% | +12.2% | +5.6% | +13.0% |
| 6M | -34.5% | -15.1% | -19.4% | -30.9% |
| YTD | -27.2% | -15.1% | -12.1% | -23.2% |
| 1Y | -41.4% | +2.3% | -43.8% | -42.3% |
| 3Y | -64.0% | -23.7% | -40.3% | -61.8% |
| 5Y | -81.3% | -38.9% | -42.3% | -78.9% |
| 10Y | -44.1% | +49.9% | -94.0% | -53.5% |
| All | +334.3% | +646.7% | -312.4% | +155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling