-66.6%
CHTR vs FIVE
+56.6%
-123.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.7% | -4.9% | -4.2% |
| 7D | -0.3% | +3.7% | -4.0% | -0.6% |
| 30D | -4.5% | +4.0% | -8.4% | -4.8% |
| 3M | +10.2% | +36.2% | -26.0% | +7.4% |
| 6M | -37.2% | +18.0% | -55.3% | -38.1% |
| YTD | -30.2% | +34.9% | -65.1% | -32.0% |
| 1Y | -44.8% | +67.9% | -112.7% | -47.1% |
| All | -66.6% | +56.6% | -123.1% | -69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling