-49.3%
CHTR vs UMAC
+473.8%
-523.0%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +3.7% |
| 7D | -4.1% | -3.4% | -0.7% | -4.1% |
| 30D | -3.0% | -15.1% | +12.1% | -2.8% |
| 3M | +4.8% | -10.8% | +15.5% | +4.8% |
| 6M | -35.0% | +15.7% | -50.7% | -35.6% |
| YTD | -30.2% | +80.1% | -110.3% | -31.3% |
| 1Y | -44.8% | +116.7% | -161.5% | -45.8% |
| All | -49.3% | +473.8% | -523.0% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 5y: compounded portfolio wealth divided by compounded UMAC 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…
5y analysis · Full analysis span regression · 6 months rolling