-67.7%
CHTR vs URA
+107.9%
-175.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.0% | +9.0% | +5.2% |
| 7D | -7.1% | -1.5% | -5.6% | -7.1% |
| 30D | -10.9% | -0.4% | -10.5% | -10.9% |
| 3M | +2.0% | +6.3% | -4.2% | +1.4% |
| 6M | -35.9% | -14.0% | -21.9% | -35.2% |
| YTD | -32.7% | +5.3% | -38.0% | -34.0% |
| 1Y | -46.6% | +11.7% | -58.2% | -48.1% |
| All | -67.7% | +107.9% | -175.6% | -72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 3y: compounded portfolio wealth divided by compounded URA 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…
3y analysis · Full analysis span regression · 6 months rolling