+334.3%
CHTR vs M
+138.6%
+195.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | -1.1% | +4.7% | -5.8% | -1.6% |
| 30D | -0.8% | -9.6% | +8.9% | +0.4% |
| 3M | +17.8% | +0.9% | +16.9% | +17.4% |
| 6M | -34.5% | +22.3% | -56.8% | -36.3% |
| YTD | -27.2% | +6.5% | -33.7% | -28.2% |
| 1Y | -41.4% | +38.8% | -80.2% | -44.1% |
| 3Y | -64.0% | +115.9% | -179.9% | -68.4% |
| 5Y | -81.3% | +28.6% | -109.9% | -83.0% |
| 10Y | -44.1% | -2.5% | -41.5% | -51.0% |
| All | +334.3% | +138.6% | +195.7% | +200.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling