-45.9%
CHTR vs CPB
-45.3%
-0.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.7% |
| 7D | -4.1% | -1.8% | -2.3% | -3.9% |
| 30D | -3.0% | -7.1% | +4.1% | -1.6% |
| 3M | +4.8% | -6.0% | +10.8% | +5.9% |
| 6M | -35.0% | -5.3% | -29.8% | -34.4% |
| YTD | -30.2% | -20.8% | -9.3% | -27.5% |
| 1Y | -44.8% | -33.8% | -10.9% | -41.2% |
| 3Y | -66.6% | -43.7% | -22.8% | -63.7% |
| 5Y | -81.5% | -40.7% | -40.8% | -80.2% |
| All | -45.9% | -45.3% | -0.6% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling