-45.6%
CHTR vs PL
-0.6%
-44.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.4% | +12.0% | +5.9% |
| 7D | +14.1% | -11.7% | +25.8% | +14.6% |
| 30D | +11.6% | -27.1% | +38.7% | +13.1% |
| 3M | -21.4% | -44.6% | +23.1% | -19.4% |
| 6M | -27.3% | -67.2% | +39.9% | -24.1% |
| YTD | -42.4% | -35.9% | -6.5% | -39.5% |
| 1Y | -45.6% | -0.4% | -45.2% | -43.3% |
| All | -45.6% | -0.6% | -44.9% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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