-81.6%
CHTR vs CPB
-41.0%
-40.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | -4.1% | -1.8% | -2.3% | -3.8% |
| 30D | -3.0% | -7.1% | +4.1% | -1.1% |
| 3M | +4.8% | -6.0% | +10.8% | +6.3% |
| 6M | -35.0% | -5.3% | -29.8% | -34.3% |
| YTD | -30.2% | -20.8% | -9.3% | -26.8% |
| 1Y | -44.8% | -33.8% | -10.9% | -40.2% |
| 3Y | -66.6% | -43.7% | -22.8% | -62.9% |
| All | -81.6% | -41.0% | -40.6% | -80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling