-80.4%
CHTR vs RACE
+68.9%
-149.3%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +13.4% | -3.9% | +17.2% | +14.7% |
| 30D | +33.0% | +6.8% | +26.2% | +30.3% |
| 3M | -13.6% | +1.3% | -14.9% | -13.9% |
| 6M | -7.8% | +26.3% | -34.0% | -14.4% |
| YTD | -34.7% | +13.8% | -48.5% | -37.7% |
| 1Y | -34.8% | -0.5% | -34.4% | -35.4% |
| 3Y | -66.7% | +25.6% | -92.4% | -70.7% |
| 5Y | -80.4% | +67.6% | -148.0% | -85.4% |
| All | -80.4% | +68.9% | -149.3% | -85.4% |
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