-46.6%
CHTR vs PR
+78.8%
-125.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.6% | +5.0% |
| 7D | -7.1% | -0.2% | -7.0% | -7.1% |
| 30D | -10.9% | +10.4% | -21.3% | -10.8% |
| 3M | +2.0% | +21.1% | -19.1% | +1.2% |
| 6M | -35.9% | +28.8% | -64.7% | -37.1% |
| YTD | -32.7% | +71.8% | -104.5% | -35.2% |
| 1Y | -46.6% | +73.3% | -119.9% | -46.8% |
| All | -46.6% | +78.8% | -125.4% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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