+334.3%
CHTR vs RF
+797.4%
-463.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.1% | +1.3% | -2.4% | -1.4% |
| 30D | -0.8% | -3.6% | +2.8% | +0.2% |
| 3M | +17.8% | +8.1% | +9.7% | +15.5% |
| 6M | -34.5% | +11.5% | -46.0% | -36.2% |
| YTD | -27.2% | +15.6% | -42.8% | -29.8% |
| 1Y | -41.4% | +15.7% | -57.1% | -43.6% |
| 3Y | -64.0% | +86.9% | -150.9% | -69.5% |
| 5Y | -81.3% | +89.8% | -171.1% | -84.4% |
| 10Y | -44.1% | +344.7% | -388.8% | -65.2% |
| All | +334.3% | +797.4% | -463.2% | +117.4% |
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