-82.1%
CHTR vs CRL
-38.6%
-43.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +5.3% |
| 7D | -7.1% | -6.9% | -0.2% | -5.9% |
| 30D | -10.9% | -3.2% | -7.7% | -10.4% |
| 3M | +2.0% | +46.5% | -44.5% | -5.4% |
| 6M | -35.9% | +63.1% | -99.0% | -42.3% |
| YTD | -32.7% | +36.9% | -69.5% | -37.4% |
| 1Y | -46.6% | +78.1% | -124.7% | -53.2% |
| 3Y | -66.7% | +36.7% | -103.4% | -70.2% |
| 5Y | -82.1% | -38.1% | -44.0% | -83.3% |
| All | -82.1% | -38.6% | -43.5% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling