-80.4%
CHTR vs URI
+214.4%
-294.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.2% | -2.5% | +0.9% |
| 7D | +13.4% | +2.6% | +10.8% | +12.6% |
| 30D | +33.0% | +9.1% | +23.9% | +30.4% |
| 3M | -13.6% | +1.0% | -14.5% | -14.2% |
| 6M | -7.8% | +23.3% | -31.1% | -13.1% |
| YTD | -34.7% | +43.3% | -78.0% | -41.4% |
| 1Y | -34.8% | +35.9% | -70.8% | -40.8% |
| 3Y | -66.7% | +158.6% | -225.4% | -75.8% |
| 5Y | -80.4% | +213.1% | -293.5% | -87.4% |
| All | -80.4% | +214.4% | -294.8% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling