-45.6%
CHTR vs M
+36.6%
-82.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +7.6% | -1.9% | +4.1% |
| 7D | +14.1% | +8.3% | +5.8% | +12.3% |
| 30D | +11.6% | +14.2% | -2.6% | +8.9% |
| 3M | -21.4% | -1.1% | -20.3% | -22.0% |
| 6M | -27.3% | +36.6% | -63.9% | -31.5% |
| YTD | -42.4% | +19.8% | -62.2% | -44.5% |
| 1Y | -45.6% | +37.2% | -82.8% | -50.3% |
| All | -45.6% | +36.6% | -82.1% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling