-81.6%
CHTR vs MKTX
-60.5%
-21.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -4.1% | -0.2% | -3.9% | -4.1% |
| 30D | -3.0% | +0.7% | -3.7% | -3.1% |
| 3M | +4.8% | +40.8% | -36.0% | -2.3% |
| 6M | -35.0% | -8.0% | -27.0% | -34.1% |
| YTD | -30.2% | -8.7% | -21.4% | -29.1% |
| 1Y | -44.8% | -11.8% | -32.9% | -43.6% |
| 3Y | -66.6% | -24.0% | -42.5% | -65.9% |
| All | -81.6% | -60.5% | -21.1% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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