-13.3%
CHTR vs RACE
+647.6%
-660.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.0% |
| 7D | -1.1% | -2.5% | +1.5% | -0.3% |
| 30D | -0.8% | +0.8% | -1.5% | -1.0% |
| 3M | +17.8% | +17.2% | +0.6% | +11.9% |
| 6M | -34.5% | +13.6% | -48.1% | -37.3% |
| YTD | -27.2% | +12.2% | -39.4% | -30.2% |
| 1Y | -41.4% | -16.3% | -25.2% | -39.1% |
| 3Y | -64.0% | +36.4% | -100.4% | -68.6% |
| 5Y | -81.3% | +95.0% | -176.2% | -85.7% |
| 10Y | -44.1% | +813.2% | -857.3% | -72.8% |
| All | -13.3% | +647.6% | -660.9% | -59.6% |
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