+316.4%
CHTR vs CRL
+735.6%
-419.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -3.5% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | -4.5% | +5.0% | -9.4% | -5.7% |
| 3M | +10.2% | +50.6% | -40.3% | -0.6% |
| 6M | -37.2% | +60.9% | -98.2% | -45.0% |
| YTD | -30.2% | +40.7% | -70.9% | -37.0% |
| 1Y | -44.8% | +73.3% | -118.1% | -53.1% |
| 3Y | -65.5% | +40.6% | -106.1% | -70.4% |
| 5Y | -81.8% | -37.0% | -44.8% | -81.2% |
| 10Y | -45.8% | +244.3% | -290.0% | -65.9% |
| All | +316.4% | +735.6% | -419.2% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling