+334.3%
CHTR vs MSCI
+1,958.8%
-1,624.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | -0.8% | +0.6% | -1.3% | -1.0% |
| 3M | +17.8% | -7.1% | +24.9% | +20.5% |
| 6M | -34.5% | +0.8% | -35.3% | -34.9% |
| YTD | -27.2% | +1.0% | -28.2% | -28.1% |
| 1Y | -41.4% | +4.3% | -45.7% | -43.0% |
| 3Y | -64.0% | +9.9% | -74.0% | -66.1% |
| 5Y | -81.3% | -6.8% | -74.5% | -81.9% |
| 10Y | -44.1% | +614.7% | -658.7% | -74.2% |
| All | +334.3% | +1,958.8% | -1,624.6% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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