-83.0%
CHTR vs FIVE
+35.6%
-118.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.7% | -5.4% | -7.8% |
| 7D | -15.8% | +1.7% | -17.4% | -15.9% |
| 30D | -12.7% | +5.0% | -17.7% | -13.2% |
| 3M | -1.1% | +29.5% | -30.6% | -4.7% |
| 6M | -39.9% | +12.4% | -52.3% | -41.1% |
| YTD | -35.9% | +31.2% | -67.1% | -38.5% |
| 1Y | -49.2% | +72.9% | -122.0% | -53.1% |
| 3Y | -68.3% | +53.0% | -121.3% | -70.9% |
| 5Y | -83.0% | +34.2% | -117.1% | -84.4% |
| All | -83.0% | +35.6% | -118.6% | -84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling