-45.9%
CHTR vs M
-3.0%
-42.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.7% | -4.0% | +2.9% |
| 7D | -4.1% | -4.2% | +0.1% | -3.7% |
| 30D | -3.0% | -7.2% | +4.2% | -2.2% |
| 3M | +4.8% | -11.1% | +15.9% | +5.9% |
| 6M | -35.0% | +28.8% | -63.8% | -36.8% |
| YTD | -30.2% | +2.0% | -32.2% | -30.6% |
| 1Y | -44.8% | +31.3% | -76.0% | -46.6% |
| 3Y | -66.6% | +119.1% | -185.6% | -70.0% |
| 5Y | -81.5% | +29.7% | -111.1% | -82.8% |
| All | -45.9% | -3.0% | -42.9% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling