-18.1%
CHTR vs P
+485.4%
-503.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | -1.1% | +6.5% | -7.6% | -1.8% |
| 30D | -0.8% | +18.8% | -19.6% | -2.9% |
| 3M | +17.8% | +26.7% | -9.0% | +13.9% |
| 6M | -34.5% | +62.2% | -96.7% | -38.9% |
| YTD | -27.2% | +48.5% | -75.7% | -31.9% |
| 1Y | -41.4% | +26.4% | -67.8% | -44.7% |
| 3Y | -64.0% | +159.4% | -223.4% | -70.8% |
| 5Y | -81.3% | +275.8% | -357.1% | -86.0% |
| 10Y | -44.1% | +732.0% | -776.1% | -64.4% |
| All | -18.1% | +485.4% | -503.4% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling