+287.4%
CHTR vs URA
-52.4%
+339.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.6% | +5.9% | +4.6% |
| 7D | +17.2% | -1.5% | +18.8% | +17.4% |
| 30D | +31.6% | -10.4% | +42.0% | +33.7% |
| 3M | -11.6% | -29.6% | +18.0% | -6.7% |
| 6M | -3.3% | -40.3% | +37.0% | +4.7% |
| YTD | -33.7% | -25.5% | -8.2% | -32.3% |
| 1Y | -32.4% | -26.4% | -6.0% | -31.1% |
| 3Y | -65.9% | +31.4% | -97.4% | -70.3% |
| 5Y | -79.9% | +28.6% | -108.5% | -83.0% |
| 10Y | -49.2% | +260.9% | -310.1% | -69.0% |
| All | +287.4% | -52.4% | +339.8% | +258.6% |
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