-47.8%
CHTR vs FIVE
+483.6%
-531.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.4% | +7.3% | +5.4% |
| 7D | -7.1% | +0.6% | -7.7% | -7.2% |
| 30D | -10.9% | +3.0% | -13.9% | -11.3% |
| 3M | +2.0% | +23.2% | -21.2% | -1.8% |
| 6M | -35.9% | +9.2% | -45.1% | -37.3% |
| YTD | -32.7% | +28.1% | -60.8% | -35.9% |
| 1Y | -46.6% | +65.3% | -111.8% | -51.5% |
| 3Y | -66.7% | +49.4% | -116.1% | -70.5% |
| 5Y | -82.1% | +29.5% | -111.7% | -84.2% |
| All | -47.8% | +483.6% | -531.5% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling