-49.3%
CHTR vs RACE
+783.2%
-832.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.9% | -7.2% | -7.8% |
| 7D | -15.8% | -2.6% | -13.1% | -15.0% |
| 30D | -12.7% | -1.1% | -11.6% | -12.3% |
| 3M | -1.1% | +12.5% | -13.6% | -5.0% |
| 6M | -39.9% | +17.4% | -57.3% | -43.1% |
| YTD | -35.9% | +10.1% | -46.0% | -38.2% |
| 1Y | -49.2% | -15.1% | -34.0% | -47.2% |
| 3Y | -68.3% | +38.9% | -107.2% | -72.8% |
| 5Y | -83.0% | +90.7% | -173.6% | -87.1% |
| 10Y | -49.3% | +801.8% | -851.2% | -77.9% |
| All | -49.3% | +783.2% | -832.5% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling