-81.8%
CHTR vs PR
+409.5%
-491.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.4% | -4.2% |
| 7D | -0.3% | -0.6% | +0.3% | -0.3% |
| 30D | -4.5% | +17.4% | -21.8% | -6.3% |
| 3M | +10.2% | +21.8% | -11.5% | +7.5% |
| 6M | -37.2% | +27.6% | -64.8% | -39.3% |
| YTD | -30.2% | +71.4% | -101.6% | -34.8% |
| 1Y | -44.8% | +78.3% | -123.1% | -48.8% |
| 3Y | -65.5% | +85.5% | -151.0% | -68.7% |
| 5Y | -81.8% | +422.7% | -504.4% | -84.9% |
| All | -81.8% | +409.5% | -491.3% | -84.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling