-25.5%
CHTR vs RUN
-33.9%
+8.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.9% | +6.9% | +5.1% |
| 7D | -7.1% | -3.4% | -3.8% | -6.9% |
| 30D | -10.9% | -14.0% | +3.1% | -9.8% |
| 3M | +2.0% | -27.5% | +29.5% | +4.2% |
| 6M | -35.9% | -29.0% | -6.9% | -34.7% |
| YTD | -32.7% | -53.1% | +20.4% | -29.9% |
| 1Y | -46.6% | -46.7% | +0.2% | -45.3% |
| 3Y | -66.7% | -38.3% | -28.4% | -69.5% |
| 5Y | -82.1% | -80.7% | -1.4% | -82.7% |
| 10Y | -46.8% | +42.4% | -89.2% | -60.3% |
| All | -25.5% | -33.9% | +8.5% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling