-78.8%
CHTR vs PL
+40.9%
-119.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +5.0% | +4.4% |
| 7D | +17.2% | +10.0% | +7.2% | +16.2% |
| 30D | +31.6% | -2.3% | +33.9% | +31.4% |
| 3M | -11.6% | -44.2% | +32.6% | -7.3% |
| 6M | -3.3% | -66.1% | +62.8% | +5.1% |
| YTD | -33.7% | -30.0% | -3.7% | -33.7% |
| 1Y | -32.4% | +21.0% | -53.5% | -36.7% |
| 3Y | -65.9% | +516.5% | -582.5% | -75.7% |
| 5Y | -79.9% | +32.0% | -112.0% | -84.6% |
| All | -78.8% | +40.9% | -119.7% | -83.7% |
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