-34.0%
CHTR vs PR
+152.2%
-186.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +0.9% | +9.7% | +10.6% |
| 7D | +17.8% | -9.5% | +27.3% | +18.2% |
| 30D | +29.7% | -5.7% | +35.4% | +29.9% |
| 3M | -12.5% | +3.0% | -15.5% | -12.8% |
| 6M | -13.4% | +11.8% | -25.2% | -14.0% |
| YTD | -35.8% | +58.5% | -94.3% | -37.1% |
| 1Y | -36.3% | +69.9% | -106.2% | -37.8% |
| 3Y | -67.3% | +84.9% | -152.2% | -68.3% |
| 5Y | -80.9% | +246.4% | -327.3% | -81.9% |
| 10Y | -50.5% | +70.3% | -120.8% | -49.1% |
| All | -34.0% | +152.2% | -186.2% | -32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling