-21.1%
CHTR vs RACE
+649.8%
-670.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.4% | +2.9% | +3.9% |
| 7D | +17.2% | -1.2% | +18.4% | +17.7% |
| 30D | +31.6% | +6.1% | +25.5% | +29.3% |
| 3M | -11.6% | -0.3% | -11.3% | -11.5% |
| 6M | -3.3% | +23.4% | -26.7% | -9.5% |
| YTD | -33.7% | +12.5% | -46.2% | -36.5% |
| 1Y | -32.4% | -0.5% | -32.0% | -32.9% |
| 3Y | -65.9% | +23.6% | -89.6% | -69.3% |
| 5Y | -79.9% | +65.4% | -145.4% | -83.8% |
| 10Y | -49.2% | +715.5% | -764.7% | -74.6% |
| All | -21.1% | +649.8% | -670.8% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling