-69.3%
CHTR vs REPL
-27.0%
-42.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.2% | -6.0% | -8.1% |
| 7D | -15.8% | -9.6% | -6.2% | -15.7% |
| 30D | -12.7% | +5.7% | -18.4% | -12.7% |
| 3M | -1.1% | +56.4% | -57.5% | -1.6% |
| 6M | -39.9% | +67.4% | -107.3% | -40.7% |
| YTD | -35.9% | +48.7% | -84.5% | -36.7% |
| 1Y | -49.2% | +148.3% | -197.4% | -50.7% |
| All | -69.3% | -27.0% | -42.3% | -70.9% |
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