+334.3%
CHTR vs URI
+10,348.4%
-10,014.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.1% |
| 7D | -1.1% | -2.0% | +0.9% | -0.7% |
| 30D | -0.8% | -12.9% | +12.2% | +1.8% |
| 3M | +17.8% | -6.7% | +24.5% | +18.7% |
| 6M | -34.5% | +19.0% | -53.5% | -37.6% |
| YTD | -27.2% | +25.5% | -52.7% | -31.7% |
| 1Y | -41.4% | +5.5% | -47.0% | -43.2% |
| 3Y | -64.0% | +111.3% | -175.3% | -70.4% |
| 5Y | -81.3% | +198.6% | -279.8% | -85.9% |
| 10Y | -44.1% | +1,179.9% | -1,224.0% | -70.9% |
| All | +334.3% | +10,348.4% | -10,014.1% | +52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling