-65.9%
CHTR vs REPL
+97.7%
-163.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.3% |
| 7D | +17.2% | +1.2% | +16.0% | +17.2% |
| 30D | +31.6% | +92.2% | -60.6% | +31.3% |
| 3M | -11.6% | +44.1% | -55.7% | -11.7% |
| 6M | -3.3% | +313.0% | -316.3% | -4.5% |
| YTD | -33.7% | +125.2% | -158.9% | -34.5% |
| 1Y | -32.4% | +143.8% | -176.2% | -33.4% |
| 3Y | -65.9% | +104.2% | -170.1% | -68.7% |
| All | -65.9% | +97.7% | -163.7% | -68.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling