-80.8%
CHTR vs P
+286.6%
-367.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.4% | -6.1% | -2.8% |
| 7D | +5.4% | +17.8% | -12.4% | +4.8% |
| 30D | +24.0% | -29.9% | +53.9% | +25.8% |
| 3M | -11.7% | -1.2% | -10.5% | -12.3% |
| 6M | -10.3% | +32.1% | -42.4% | -12.8% |
| YTD | -36.5% | +64.3% | -100.8% | -39.7% |
| 1Y | -37.7% | +24.3% | -62.0% | -39.8% |
| 3Y | -67.6% | +203.2% | -270.9% | -73.7% |
| 5Y | -80.8% | +290.4% | -371.2% | -85.4% |
| All | -80.8% | +286.6% | -367.3% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling