+316.4%
CHTR vs CPB
+10.5%
+305.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.8% | -5.9% | -4.5% |
| 7D | -0.3% | -8.2% | +7.9% | +1.8% |
| 30D | -4.5% | -5.6% | +1.1% | -3.1% |
| 3M | +10.2% | +3.0% | +7.3% | +9.4% |
| 6M | -37.2% | -12.7% | -24.5% | -35.4% |
| YTD | -30.2% | -18.0% | -12.2% | -27.2% |
| 1Y | -44.8% | -31.7% | -13.0% | -40.2% |
| 3Y | -65.5% | -41.0% | -24.5% | -61.8% |
| 5Y | -81.8% | -38.4% | -43.4% | -80.3% |
| 10Y | -45.8% | -45.0% | -0.8% | -41.2% |
| All | +316.4% | +10.5% | +305.9% | +208.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling