-82.6%
CHTR vs RF
+46.7%
-129.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +1.7% |
| 7D | +4.9% | -0.1% | +5.0% | +5.0% |
| 30D | +17.2% | +7.0% | +10.2% | +13.9% |
| 3M | -20.6% | -7.0% | -13.5% | -18.1% |
| 6M | -21.7% | +6.8% | -28.5% | -23.7% |
| YTD | -41.9% | +9.9% | -51.9% | -44.0% |
| 1Y | -44.9% | +21.1% | -66.0% | -48.8% |
| 3Y | -70.0% | +119.6% | -189.7% | -78.0% |
| 5Y | -82.6% | +46.2% | -128.8% | -85.7% |
| All | -82.6% | +46.7% | -129.3% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling