-77.6%
CHTR vs OWL
+24.2%
-101.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.4% |
| 7D | -4.1% | -10.1% | +6.0% | -1.7% |
| 30D | -3.0% | -11.9% | +9.0% | 0.0% |
| 3M | +4.8% | +10.7% | -6.0% | +2.1% |
| 6M | -35.0% | +22.1% | -57.2% | -38.4% |
| YTD | -30.2% | -24.8% | -5.4% | -26.3% |
| 1Y | -44.8% | -39.2% | -5.6% | -39.0% |
| 3Y | -66.6% | +1.7% | -68.3% | -68.3% |
| 5Y | -81.5% | -15.5% | -66.0% | -82.9% |
| All | -77.6% | +24.2% | -101.8% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling