-49.5%
CHTR vs REPL
-19.2%
-30.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +3.8% |
| 7D | -4.1% | -14.1% | +10.0% | -3.7% |
| 30D | -3.0% | -15.2% | +12.3% | -2.5% |
| 3M | +4.8% | +49.9% | -45.1% | +2.1% |
| 6M | -35.0% | +63.5% | -98.6% | -38.9% |
| YTD | -30.2% | +32.9% | -63.1% | -33.9% |
| 1Y | -44.8% | +115.0% | -159.7% | -50.1% |
| 3Y | -66.6% | -34.7% | -31.8% | -70.7% |
| 5Y | -81.5% | -59.7% | -21.8% | -83.7% |
| All | -49.5% | -19.2% | -30.3% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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