-49.2%
CHTR vs PL
+99.3%
-148.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.3% | -4.8% | -7.9% |
| 7D | -15.8% | -13.9% | -1.9% | -15.0% |
| 30D | -12.7% | -25.5% | +12.8% | -11.3% |
| 3M | -1.1% | -44.8% | +43.7% | +1.5% |
| 6M | -39.9% | -33.3% | -6.6% | -38.0% |
| YTD | -35.9% | -12.7% | -23.2% | -34.6% |
| 1Y | -49.2% | +90.9% | -140.1% | -47.3% |
| All | -49.2% | +99.3% | -148.5% | -47.3% |
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