+301.6%
CHTR vs CRS
+1,968.8%
-1,667.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.2% | +5.3% |
| 7D | -7.1% | -4.1% | -3.0% | -6.5% |
| 30D | -10.9% | -16.6% | +5.7% | -8.3% |
| 3M | +2.0% | -14.3% | +16.3% | +3.9% |
| 6M | -35.9% | +11.6% | -47.5% | -37.9% |
| YTD | -32.7% | +42.6% | -75.2% | -37.7% |
| 1Y | -46.6% | +81.8% | -128.4% | -53.0% |
| 3Y | -66.7% | +632.1% | -698.8% | -77.5% |
| 5Y | -82.1% | +1,401.6% | -1,483.8% | -89.5% |
| 10Y | -46.8% | +1,379.0% | -1,425.8% | -72.2% |
| All | +301.6% | +1,968.8% | -1,667.2% | +107.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling