-79.8%
CHTR vs S
-57.1%
-22.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | -4.1% | -0.7% | -3.4% | -4.0% |
| 30D | -3.0% | -11.4% | +8.5% | -1.8% |
| 3M | +4.8% | +33.8% | -29.0% | +1.0% |
| 6M | -35.0% | +39.5% | -74.5% | -38.0% |
| YTD | -30.2% | +31.7% | -61.8% | -33.1% |
| 1Y | -44.8% | +7.0% | -51.8% | -45.9% |
| 3Y | -66.6% | +11.8% | -78.3% | -68.1% |
| 5Y | -81.5% | -69.0% | -12.5% | -81.9% |
| All | -79.8% | -57.1% | -22.7% | -80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling