+295.4%
CHTR vs CP
+927.5%
-632.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +17.2% | +2.1% | +15.1% | +16.4% |
| 30D | +31.6% | +9.3% | +22.3% | +27.9% |
| 3M | -11.6% | +0.5% | -12.1% | -11.7% |
| 6M | -3.3% | +10.4% | -13.7% | -6.4% |
| YTD | -33.7% | +28.7% | -62.4% | -39.2% |
| 1Y | -32.4% | +33.2% | -65.6% | -38.7% |
| 3Y | -65.9% | +38.4% | -104.4% | -69.8% |
| 5Y | -79.9% | +26.2% | -106.1% | -81.9% |
| 10Y | -49.2% | +258.4% | -307.6% | -67.5% |
| All | +295.4% | +927.5% | -632.1% | +74.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling