-80.0%
CHTR vs URA
+25.6%
-105.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.5% |
| 7D | +17.2% | -1.5% | +18.8% | +17.3% |
| 30D | +31.6% | -10.4% | +42.0% | +32.8% |
| 3M | -11.6% | -29.6% | +18.0% | -8.6% |
| 6M | -3.3% | -40.3% | +37.0% | +1.9% |
| YTD | -33.7% | -25.5% | -8.2% | -33.2% |
| 1Y | -32.4% | -26.4% | -6.0% | -31.9% |
| 3Y | -65.9% | +31.4% | -97.4% | -70.1% |
| All | -80.0% | +25.6% | -105.7% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling