-47.8%
CHTR vs P
+684.8%
-732.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.0% | +8.0% | +5.3% |
| 7D | -7.1% | -4.1% | -3.0% | -6.7% |
| 30D | -10.9% | -14.0% | +3.1% | -9.6% |
| 3M | +2.0% | +41.4% | -39.4% | -2.5% |
| 6M | -35.9% | +54.2% | -90.1% | -40.1% |
| YTD | -32.7% | +40.4% | -73.1% | -36.8% |
| 1Y | -46.6% | +16.0% | -62.5% | -49.1% |
| 3Y | -66.7% | +140.7% | -207.4% | -73.1% |
| 5Y | -82.1% | +256.3% | -338.4% | -86.8% |
| All | -47.8% | +684.8% | -732.6% | -66.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling