-69.3%
CHTR vs URI
+125.2%
-194.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.3% | -9.5% | -8.3% |
| 7D | -15.8% | +5.0% | -20.8% | -16.4% |
| 30D | -12.7% | -9.4% | -3.3% | -11.5% |
| 3M | -1.1% | -5.8% | +4.7% | -0.7% |
| 6M | -39.9% | +25.8% | -65.7% | -43.0% |
| YTD | -35.9% | +27.9% | -63.7% | -39.9% |
| 1Y | -49.2% | +9.7% | -58.9% | -50.9% |
| All | -69.3% | +125.2% | -194.5% | -77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling