-66.6%
CHTR vs CRL
+38.6%
-105.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.4% |
| 7D | -4.1% | -3.5% | -0.5% | -3.5% |
| 30D | -3.0% | -2.1% | -0.8% | -2.6% |
| 3M | +4.8% | +48.0% | -43.2% | -2.0% |
| 6M | -35.0% | +64.7% | -99.8% | -40.7% |
| YTD | -30.2% | +39.5% | -69.7% | -34.6% |
| 1Y | -44.8% | +74.2% | -119.0% | -50.6% |
| 3Y | -66.6% | +39.4% | -105.9% | -69.6% |
| All | -66.6% | +38.6% | -105.2% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling