-45.9%
CHTR vs UL
+66.7%
-112.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | -4.1% | -3.4% | -0.7% | -2.8% |
| 30D | -3.0% | +0.5% | -3.4% | -3.0% |
| 3M | +4.8% | +7.2% | -2.5% | +2.4% |
| 6M | -35.0% | -3.1% | -32.0% | -34.3% |
| YTD | -30.2% | -2.7% | -27.5% | -29.5% |
| 1Y | -44.8% | -10.2% | -34.5% | -42.8% |
| 3Y | -66.6% | +20.3% | -86.8% | -68.8% |
| 5Y | -81.5% | +19.9% | -101.4% | -83.0% |
| All | -45.9% | +66.7% | -112.5% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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