+295.4%
CHTR vs URI
+11,555.4%
-11,260.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.6% |
| 7D | +17.2% | +6.7% | +10.5% | +15.7% |
| 30D | +31.6% | +8.9% | +22.8% | +29.1% |
| 3M | -11.6% | +0.5% | -12.1% | -12.2% |
| 6M | -3.3% | +20.7% | -23.9% | -8.0% |
| YTD | -33.7% | +40.0% | -73.7% | -39.4% |
| 1Y | -32.4% | +34.4% | -66.8% | -37.8% |
| 3Y | -65.9% | +149.5% | -215.4% | -73.0% |
| 5Y | -79.9% | +205.6% | -285.5% | -85.0% |
| 10Y | -49.2% | +1,183.1% | -1,232.3% | -73.6% |
| All | +295.4% | +11,555.4% | -11,260.0% | +35.1% |
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