-79.8%
CHTR vs S
-57.8%
-22.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.9% |
| 7D | -0.3% | -5.8% | +5.5% | +0.3% |
| 30D | -4.5% | -9.2% | +4.7% | -3.6% |
| 3M | +10.2% | +23.4% | -13.1% | +7.2% |
| 6M | -37.2% | +36.9% | -74.2% | -40.0% |
| YTD | -30.2% | +29.5% | -59.7% | -33.0% |
| 1Y | -44.8% | +5.4% | -50.2% | -45.9% |
| 3Y | -65.5% | +14.7% | -80.2% | -67.2% |
| 5Y | -81.8% | -71.5% | -10.3% | -82.1% |
| All | -79.8% | -57.8% | -22.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling