+316.4%
CHTR vs COR
+1,688.1%
-1,371.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.2% | -3.6% |
| 7D | -0.3% | -1.9% | +1.6% | +0.3% |
| 30D | -4.5% | +1.5% | -6.0% | -4.8% |
| 3M | +10.2% | +18.7% | -8.5% | +5.1% |
| 6M | -37.2% | -9.0% | -28.2% | -36.0% |
| YTD | -30.2% | -3.3% | -26.9% | -30.3% |
| 1Y | -44.8% | +9.8% | -54.6% | -47.2% |
| 3Y | -65.5% | +87.4% | -152.9% | -72.2% |
| 5Y | -81.8% | +180.5% | -262.3% | -87.2% |
| 10Y | -45.8% | +398.1% | -443.9% | -69.7% |
| All | +316.4% | +1,688.1% | -1,371.7% | +64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling