-81.6%
CHTR vs GWRE
+15.1%
-96.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | -4.1% | -13.2% | +9.1% | -1.7% |
| 30D | -3.0% | -18.6% | +15.6% | -0.3% |
| 3M | +4.8% | +18.9% | -14.1% | +0.2% |
| 6M | -35.0% | -11.0% | -24.1% | -35.3% |
| YTD | -30.2% | -29.9% | -0.3% | -27.1% |
| 1Y | -44.8% | -44.3% | -0.4% | -39.3% |
| 3Y | -66.6% | +51.7% | -118.2% | -73.2% |
| All | -81.6% | +15.1% | -96.7% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling