-46.7%
CHTR vs CP
+19.7%
-66.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.4% | +6.3% | +5.6% |
| 7D | -7.1% | -2.7% | -4.5% | -5.9% |
| 30D | -10.9% | -3.4% | -7.5% | -9.4% |
| 3M | +2.0% | -0.6% | +2.6% | +2.2% |
| 6M | -35.9% | +6.3% | -42.2% | -37.6% |
| YTD | -32.7% | +21.2% | -53.8% | -40.2% |
| All | -46.7% | +19.7% | -66.4% | -52.9% |
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