-81.8%
CHTR vs PL
+79.0%
-160.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.4% | -4.0% |
| 7D | -0.3% | -7.5% | +7.2% | +0.5% |
| 30D | -4.5% | -25.6% | +21.1% | -1.9% |
| 3M | +10.2% | -45.6% | +55.8% | +15.9% |
| 6M | -37.2% | -29.5% | -7.7% | -36.3% |
| YTD | -30.2% | -9.7% | -20.5% | -31.4% |
| 1Y | -44.8% | +84.4% | -129.1% | -50.2% |
| 3Y | -65.5% | +550.0% | -615.5% | -75.3% |
| 5Y | -81.8% | +79.0% | -160.8% | -86.1% |
| All | -81.8% | +79.0% | -160.8% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling