-81.6%
CHTR vs QS
-74.9%
-6.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.5% |
| 7D | -4.1% | -3.6% | -0.4% | -3.8% |
| 30D | -3.0% | -17.2% | +14.3% | -1.4% |
| 3M | +4.8% | -27.0% | +31.7% | +7.1% |
| 6M | -35.0% | -24.6% | -10.5% | -34.1% |
| YTD | -30.2% | -49.3% | +19.2% | -26.9% |
| 1Y | -44.8% | -40.3% | -4.4% | -43.8% |
| 3Y | -66.6% | -23.8% | -42.7% | -69.0% |
| All | -81.6% | -74.9% | -6.7% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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