-79.5%
CHTR vs PL
+45.6%
-125.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.3% | +10.7% |
| 7D | +17.8% | +5.6% | +12.2% | +16.9% |
| 30D | +29.7% | -16.9% | +46.6% | +31.3% |
| 3M | -12.5% | -38.2% | +25.7% | -9.2% |
| 6M | -13.4% | -63.4% | +50.0% | -6.7% |
| YTD | -35.8% | -27.6% | -8.1% | -36.0% |
| 1Y | -36.3% | +6.6% | -42.9% | -39.4% |
| 3Y | -67.3% | +557.6% | -624.9% | -76.8% |
| 5Y | -80.9% | +39.5% | -120.4% | -85.4% |
| All | -79.5% | +45.6% | -125.1% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling