-69.3%
CHTR vs M
+106.8%
-176.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.2% | -3.9% | -7.6% |
| 7D | -15.8% | -4.1% | -11.7% | -15.3% |
| 30D | -12.7% | -13.6% | +1.0% | -11.1% |
| 3M | -1.1% | -2.3% | +1.2% | -1.0% |
| 6M | -39.9% | +21.9% | -61.8% | -41.4% |
| YTD | -35.9% | -0.6% | -35.3% | -36.1% |
| 1Y | -49.2% | +29.7% | -78.9% | -51.0% |
| All | -69.3% | +106.8% | -176.0% | -74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling