+279.0%
CHTR vs RF
+741.1%
-462.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +5.4% | +0.4% | +5.1% | +5.3% |
| 30D | +24.0% | +5.6% | +18.5% | +22.3% |
| 3M | -11.7% | -8.9% | -2.8% | -9.5% |
| 6M | -10.3% | +7.1% | -17.4% | -11.8% |
| YTD | -36.5% | +8.3% | -44.8% | -37.7% |
| 1Y | -37.7% | +16.8% | -54.6% | -40.1% |
| 3Y | -67.6% | +115.0% | -182.6% | -73.4% |
| 5Y | -80.8% | +46.4% | -127.2% | -82.9% |
| 10Y | -51.3% | +230.2% | -281.5% | -67.3% |
| All | +279.0% | +741.1% | -462.1% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling