-81.6%
CHTR vs RUN
-81.0%
-0.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | -4.1% | -3.7% | -0.4% | -3.8% |
| 30D | -3.0% | -13.0% | +10.0% | -2.1% |
| 3M | +4.8% | -31.8% | +36.6% | +7.1% |
| 6M | -35.0% | -32.2% | -2.8% | -33.8% |
| YTD | -30.2% | -53.5% | +23.3% | -27.7% |
| 1Y | -44.8% | -46.5% | +1.8% | -43.7% |
| 3Y | -66.6% | -37.6% | -28.9% | -69.4% |
| All | -81.6% | -81.0% | -0.6% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling