-45.6%
CHTR vs S
+36.5%
-82.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.6% | +4.0% | +5.6% |
| 7D | +14.1% | -8.2% | +22.3% | +14.4% |
| 30D | +11.6% | -7.6% | +19.2% | +11.9% |
| 3M | -21.4% | +12.0% | -33.4% | -22.4% |
| 6M | -27.3% | +50.6% | -77.8% | -30.4% |
| YTD | -42.4% | +56.6% | -99.0% | -46.3% |
| 1Y | -45.6% | +39.2% | -84.8% | -49.7% |
| All | -45.6% | +36.5% | -82.1% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling