-34.6%
CHTR vs COR
-8.9%
-25.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.6% |
| 7D | -0.3% | -1.9% | +1.6% | +0.2% |
| 30D | -4.5% | +1.5% | -6.0% | -4.6% |
| 3M | +10.2% | +18.7% | -8.5% | +7.4% |
| All | -34.6% | -8.9% | -25.6% | -34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling