-65.9%
CHTR vs S
+41.6%
-107.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.4% |
| 7D | +17.2% | +2.0% | +15.2% | +17.0% |
| 30D | +31.6% | -2.7% | +34.3% | +31.4% |
| 3M | -11.6% | -6.9% | -4.7% | -11.6% |
| 6M | -3.3% | +38.1% | -41.3% | -8.9% |
| YTD | -33.7% | +48.0% | -81.7% | -38.7% |
| 1Y | -32.4% | +34.5% | -66.9% | -36.9% |
| 3Y | -65.9% | +38.3% | -104.3% | -68.9% |
| All | -65.9% | +41.6% | -107.5% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling