-45.9%
CHTR vs URI
+1,233.9%
-1,279.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | -2.1% | -2.0% | -3.8% |
| 30D | -3.0% | -12.4% | +9.5% | -0.6% |
| 3M | +4.8% | -7.3% | +12.0% | +5.6% |
| 6M | -35.0% | +27.2% | -62.2% | -39.1% |
| YTD | -30.2% | +23.0% | -53.1% | -34.5% |
| 1Y | -44.8% | +3.9% | -48.7% | -46.4% |
| 3Y | -66.6% | +121.6% | -188.2% | -73.2% |
| 5Y | -81.5% | +201.1% | -282.5% | -86.4% |
| All | -45.9% | +1,233.9% | -1,279.7% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 10y: compounded portfolio wealth divided by compounded URI 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…
10y analysis · Full analysis span regression · 6 months rolling