-82.6%
CHTR vs MOD
+832.8%
-915.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +9.9% | -7.2% | +2.0% |
| 7D | +4.9% | -13.9% | +18.8% | +5.6% |
| 30D | +17.2% | -41.5% | +58.8% | +21.3% |
| 3M | -20.6% | -45.7% | +25.2% | -17.6% |
| 6M | -21.7% | -61.1% | +39.4% | -17.2% |
| YTD | -41.9% | -20.5% | -21.4% | -43.5% |
| 1Y | -44.9% | -32.1% | -12.7% | -45.7% |
| 3Y | -70.0% | +146.5% | -216.5% | -76.5% |
| 5Y | -82.6% | +812.7% | -895.3% | -89.4% |
| All | -82.6% | +832.8% | -915.4% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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