-66.6%
CHTR vs CRS
+612.2%
-678.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.9% |
| 7D | -4.1% | -6.8% | +2.7% | -3.2% |
| 30D | -3.0% | -16.1% | +13.2% | -0.6% |
| 3M | +4.8% | -21.2% | +25.9% | +7.7% |
| 6M | -35.0% | +8.7% | -43.7% | -37.0% |
| YTD | -30.2% | +41.0% | -71.1% | -35.8% |
| 1Y | -44.8% | +82.7% | -127.4% | -52.3% |
| 3Y | -66.6% | +604.8% | -671.3% | -78.6% |
| All | -66.6% | +612.2% | -678.8% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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