-83.0%
CHTR vs M
+22.2%
-105.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.2% | -3.9% | -7.5% |
| 7D | -15.8% | -4.1% | -11.7% | -15.2% |
| 30D | -12.7% | -13.6% | +1.0% | -10.6% |
| 3M | -1.1% | -2.3% | +1.2% | -0.9% |
| 6M | -39.9% | +21.9% | -61.8% | -41.9% |
| YTD | -35.9% | -0.6% | -35.3% | -36.2% |
| 1Y | -49.2% | +29.7% | -78.9% | -51.7% |
| 3Y | -68.3% | +107.3% | -175.6% | -73.5% |
| 5Y | -83.0% | +20.5% | -103.4% | -84.6% |
| All | -83.0% | +22.2% | -105.2% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling