-45.6%
CHTR vs CP
+35.2%
-80.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +3.9% |
| 7D | +14.1% | +5.6% | +8.5% | +11.0% |
| 30D | +11.6% | +10.0% | +1.5% | +6.5% |
| 3M | -21.4% | +4.4% | -25.8% | -23.1% |
| 6M | -27.3% | +14.1% | -41.3% | -31.8% |
| YTD | -42.4% | +29.1% | -71.4% | -50.6% |
| 1Y | -45.6% | +34.6% | -80.1% | -55.3% |
| All | -45.6% | +35.2% | -80.8% | -55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling