-81.8%
CHTR vs RACE
+92.4%
-174.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.1% | -3.8% |
| 7D | -0.3% | -1.0% | +0.7% | 0.0% |
| 30D | -4.5% | -1.5% | -2.9% | -4.0% |
| 3M | +10.2% | +15.5% | -5.2% | +5.3% |
| 6M | -37.2% | +17.3% | -54.5% | -40.4% |
| YTD | -30.2% | +11.1% | -41.3% | -32.8% |
| 1Y | -44.8% | -14.3% | -30.5% | -43.1% |
| 3Y | -65.5% | +40.2% | -105.7% | -70.7% |
| 5Y | -81.8% | +92.6% | -174.3% | -86.3% |
| All | -81.8% | +92.4% | -174.2% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling