+246.3%
CHTR vs RF
+753.5%
-507.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.5% | +2.1% |
| 7D | +4.9% | -0.1% | +5.0% | +4.9% |
| 30D | +17.2% | +7.0% | +10.2% | +15.2% |
| 3M | -20.6% | -7.0% | -13.5% | -19.0% |
| 6M | -21.7% | +6.8% | -28.5% | -22.9% |
| YTD | -41.9% | +9.9% | -51.9% | -43.2% |
| 1Y | -44.9% | +21.1% | -66.0% | -47.4% |
| 3Y | -70.0% | +119.6% | -189.7% | -75.5% |
| 5Y | -82.6% | +46.2% | -128.8% | -84.6% |
| 10Y | -55.1% | +261.5% | -316.6% | -70.5% |
| All | +246.3% | +753.5% | -507.2% | +75.7% |
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 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