-49.3%
CHTR vs RF
+334.5%
-383.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.6% | -7.5% | -8.0% |
| 7D | -15.8% | -0.1% | -15.6% | -15.7% |
| 30D | -12.7% | -4.0% | -8.6% | -11.7% |
| 3M | -1.1% | +5.6% | -6.7% | -2.4% |
| 6M | -39.9% | +13.1% | -53.0% | -41.7% |
| YTD | -35.9% | +13.6% | -49.4% | -37.9% |
| 1Y | -49.2% | +16.0% | -65.1% | -51.1% |
| 3Y | -68.3% | +90.2% | -158.5% | -73.2% |
| 5Y | -83.0% | +87.0% | -169.9% | -85.6% |
| 10Y | -49.3% | +338.5% | -387.8% | -65.6% |
| All | -49.3% | +334.5% | -383.8% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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