+282.5%
CHTR vs SPY
+802.0%
-519.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -0.5% | -7.7% | -7.8% |
| 7D | -15.8% | -0.4% | -15.4% | -15.5% |
| 30D | -12.7% | -1.4% | -11.3% | -11.6% |
| 3M | -1.1% | +3.7% | -4.8% | -4.0% |
| 6M | -39.9% | +13.0% | -52.9% | -45.9% |
| YTD | -35.9% | +12.4% | -48.3% | -42.0% |
| 1Y | -49.2% | +18.5% | -67.7% | -56.1% |
| 3Y | -68.3% | +77.6% | -145.9% | -80.5% |
| 5Y | -83.0% | +81.7% | -164.6% | -89.7% |
| 10Y | -49.3% | +319.7% | -369.0% | -84.9% |
| All | +282.5% | +802.0% | -519.4% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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