-69.3%
CHTR vs P
+144.8%
-214.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -4.0% | -4.1% | -8.1% |
| 7D | -15.8% | +5.0% | -20.8% | -15.8% |
| 30D | -12.7% | -0.9% | -11.7% | -12.6% |
| 3M | -1.1% | +38.7% | -39.8% | -1.7% |
| 6M | -39.9% | +54.4% | -94.3% | -40.8% |
| YTD | -35.9% | +44.8% | -80.7% | -36.8% |
| 1Y | -49.2% | +22.5% | -71.7% | -49.8% |
| All | -69.3% | +144.8% | -214.1% | -73.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling