-81.8%
CHTR vs MOD
+1,517.7%
-1,599.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -4.0% |
| 7D | -0.3% | +6.3% | -6.6% | -0.8% |
| 30D | -4.5% | -1.7% | -2.8% | -4.5% |
| 3M | +10.2% | -30.1% | +40.4% | +12.9% |
| 6M | -37.2% | +2.7% | -39.9% | -38.8% |
| YTD | -30.2% | +44.1% | -74.3% | -34.6% |
| 1Y | -44.8% | +38.7% | -83.5% | -48.3% |
| 3Y | -65.5% | +309.8% | -375.3% | -73.7% |
| 5Y | -81.8% | +1,569.7% | -1,651.5% | -89.6% |
| All | -81.8% | +1,517.7% | -1,599.5% | -89.6% |
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