-66.6%
CHTR vs QSR
+25.8%
-92.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | -4.1% | -4.0% | -0.1% | -2.6% |
| 30D | -3.0% | +2.8% | -5.7% | -3.9% |
| 3M | +4.8% | +5.1% | -0.3% | +2.9% |
| 6M | -35.0% | +8.8% | -43.8% | -37.1% |
| YTD | -30.2% | +14.8% | -45.0% | -33.8% |
| 1Y | -44.8% | +25.7% | -70.5% | -49.4% |
| 3Y | -66.6% | +27.5% | -94.1% | -70.1% |
| All | -66.6% | +25.8% | -92.4% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 3y: compounded portfolio wealth divided by compounded QSR 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…
3y analysis · Full analysis span regression · 6 months rolling