-41.4%
CHTR vs CRL
+78.8%
-120.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.6% |
| 7D | -1.1% | -1.0% | 0.0% | -1.0% |
| 30D | -0.8% | +10.7% | -11.4% | -1.8% |
| 3M | +17.8% | +55.3% | -37.5% | +13.3% |
| 6M | -34.5% | +60.7% | -95.1% | -37.2% |
| YTD | -27.2% | +44.6% | -71.8% | -29.9% |
| 1Y | -41.4% | +77.7% | -119.2% | -43.7% |
| All | -41.4% | +78.8% | -120.3% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling