-71.6%
CHTR vs PL
+455.3%
-526.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +10.4% | -16.6% | -6.9% |
| 7D | +5.9% | -6.8% | +12.7% | +6.2% |
| 30D | +10.4% | -29.3% | +39.7% | +13.0% |
| 3M | -25.0% | -44.8% | +19.8% | -21.9% |
| 6M | -24.6% | -68.4% | +43.8% | -18.7% |
| YTD | -43.4% | -36.4% | -7.1% | -42.9% |
| 1Y | -45.8% | +0.7% | -46.5% | -47.8% |
| 3Y | -71.6% | +455.3% | -526.9% | -79.8% |
| All | -71.6% | +455.3% | -526.9% | -79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling