-79.5%
CHTR vs PL
+75.7%
-155.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.3% | -4.8% | -7.8% |
| 7D | -15.8% | -13.9% | -1.9% | -14.6% |
| 30D | -12.7% | -25.5% | +12.8% | -10.3% |
| 3M | -1.1% | -44.8% | +43.7% | +3.9% |
| 6M | -39.9% | -33.3% | -6.6% | -38.7% |
| YTD | -35.9% | -12.7% | -23.2% | -36.8% |
| 1Y | -49.2% | +90.9% | -140.1% | -54.3% |
| 3Y | -68.3% | +528.5% | -596.8% | -77.2% |
| 5Y | -83.0% | +72.7% | -155.7% | -87.1% |
| All | -79.5% | +75.7% | -155.2% | -84.4% |
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