-45.9%
CHTR vs GWRE
+131.0%
-176.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | -4.1% | -13.2% | +9.1% | -1.2% |
| 30D | -3.0% | -18.6% | +15.6% | +0.3% |
| 3M | +4.8% | +18.9% | -14.1% | -0.5% |
| 6M | -35.0% | -11.0% | -24.1% | -35.4% |
| YTD | -30.2% | -29.9% | -0.3% | -27.0% |
| 1Y | -44.8% | -44.3% | -0.4% | -39.0% |
| 3Y | -66.6% | +51.7% | -118.2% | -72.8% |
| 5Y | -81.5% | +15.4% | -96.9% | -84.4% |
| All | -45.9% | +131.0% | -176.9% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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