-66.6%
CHTR vs RUN
-39.0%
-27.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.7% |
| 7D | -4.1% | -3.7% | -0.4% | -3.9% |
| 30D | -3.0% | -13.0% | +10.0% | -2.3% |
| 3M | +4.8% | -31.8% | +36.6% | +6.4% |
| 6M | -35.0% | -32.2% | -2.8% | -34.1% |
| YTD | -30.2% | -53.5% | +23.3% | -28.5% |
| 1Y | -44.8% | -46.5% | +1.8% | -44.0% |
| 3Y | -66.6% | -37.6% | -28.9% | -69.8% |
| All | -66.6% | -39.0% | -27.6% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 3y: compounded portfolio wealth divided by compounded RUN 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…
3y analysis · Full analysis span regression · 6 months rolling