-32.4%
CHTR vs RF
+18.9%
-51.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.2% | +3.1% | +3.5% |
| 7D | +17.2% | +1.9% | +15.3% | +15.6% |
| 30D | +31.6% | +7.3% | +24.3% | +25.2% |
| 3M | -11.6% | -7.9% | -3.7% | -6.8% |
| 6M | -3.3% | +10.5% | -13.8% | -9.2% |
| YTD | -33.7% | +9.6% | -43.4% | -37.7% |
| 1Y | -32.4% | +20.3% | -52.7% | -41.0% |
| All | -32.4% | +18.9% | -51.3% | -41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling