+325.5%
CHTR vs URA
-31.1%
+356.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -1.1% | +1.1% | -2.1% | -1.3% |
| 30D | -0.8% | +7.4% | -8.2% | -2.2% |
| 3M | +17.8% | -8.4% | +26.2% | +18.8% |
| 6M | -34.5% | -12.7% | -21.8% | -33.6% |
| YTD | -27.2% | +7.8% | -35.0% | -29.9% |
| 1Y | -41.4% | +19.5% | -60.9% | -45.3% |
| 3Y | -64.0% | +116.4% | -180.4% | -71.3% |
| 5Y | -81.3% | +134.3% | -215.6% | -85.9% |
| 10Y | -44.1% | +359.3% | -403.3% | -66.8% |
| All | +325.5% | -31.1% | +356.6% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling