-81.6%
CHTR vs COR
+180.1%
-261.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -4.1% | -2.8% | -1.3% | -3.5% |
| 30D | -3.0% | +2.6% | -5.5% | -3.4% |
| 3M | +4.8% | +14.5% | -9.7% | +2.0% |
| 6M | -35.0% | -7.8% | -27.2% | -34.3% |
| YTD | -30.2% | -4.2% | -25.9% | -30.2% |
| 1Y | -44.8% | +7.0% | -51.8% | -46.6% |
| 3Y | -66.6% | +85.5% | -152.1% | -73.1% |
| All | -81.6% | +180.1% | -261.7% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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