+334.3%
CHTR vs CP
+897.5%
-563.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.3% |
| 7D | -1.1% | -2.7% | +1.6% | -0.2% |
| 30D | -0.8% | +0.2% | -0.9% | -0.9% |
| 3M | +17.8% | +2.6% | +15.2% | +16.7% |
| 6M | -34.5% | +6.0% | -40.5% | -35.9% |
| YTD | -27.2% | +24.9% | -52.1% | -32.6% |
| 1Y | -41.4% | +20.1% | -61.5% | -45.1% |
| 3Y | -64.0% | +16.4% | -80.4% | -66.3% |
| 5Y | -81.3% | +31.7% | -113.0% | -83.4% |
| 10Y | -44.1% | +223.9% | -267.9% | -63.2% |
| All | +334.3% | +897.5% | -563.2% | +93.0% |
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