+301.6%
CHTR vs OMC
+233.2%
+68.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.5% | +3.5% | +4.4% |
| 7D | -7.1% | -6.2% | -0.9% | -4.8% |
| 30D | -10.9% | -7.6% | -3.3% | -8.3% |
| 3M | +2.0% | +7.4% | -5.4% | -1.0% |
| 6M | -35.9% | +0.1% | -36.1% | -36.1% |
| YTD | -32.7% | +0.4% | -33.1% | -33.5% |
| 1Y | -46.6% | +7.8% | -54.3% | -48.8% |
| 3Y | -66.7% | +11.8% | -78.6% | -68.8% |
| 5Y | -82.1% | +32.5% | -114.6% | -84.5% |
| 10Y | -46.8% | +34.2% | -81.0% | -56.6% |
| All | +301.6% | +233.2% | +68.4% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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