-45.6%
CHTR vs P
+19.7%
-65.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.0% | +10.7% | +5.2% |
| 7D | +14.1% | -19.4% | +33.5% | +12.3% |
| 30D | +11.6% | -22.3% | +33.9% | +9.9% |
| 3M | -21.4% | +33.2% | -54.6% | -19.7% |
| 6M | -27.3% | +53.6% | -80.9% | -24.6% |
| YTD | -42.4% | +66.8% | -109.2% | -40.4% |
| 1Y | -45.6% | +17.5% | -63.1% | -43.8% |
| All | -45.6% | +19.7% | -65.3% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling