+282.5%
CHTR vs UL
+214.8%
+67.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.7% | -6.5% | -7.5% |
| 7D | -15.8% | -3.2% | -12.6% | -14.6% |
| 30D | -12.7% | -0.6% | -12.1% | -12.3% |
| 3M | -1.1% | +9.4% | -10.5% | -4.2% |
| 6M | -39.9% | -4.1% | -35.8% | -39.0% |
| YTD | -35.9% | -2.0% | -33.9% | -35.4% |
| 1Y | -49.2% | -9.0% | -40.2% | -47.5% |
| 3Y | -68.3% | +21.8% | -90.1% | -70.8% |
| 5Y | -83.0% | +20.6% | -103.5% | -84.5% |
| 10Y | -49.3% | +67.7% | -117.0% | -60.5% |
| All | +282.5% | +214.8% | +67.8% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling