-41.4%
CHTR vs USAR
+27.9%
-69.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -1.1% | -2.1% | +1.1% | -1.0% |
| 30D | -0.8% | +2.6% | -3.4% | -0.9% |
| 3M | +17.8% | -35.0% | +52.8% | +19.4% |
| 6M | -34.5% | -6.9% | -27.6% | -34.7% |
| YTD | -27.2% | +48.0% | -75.2% | -29.3% |
| 1Y | -41.4% | +24.8% | -66.2% | -41.1% |
| All | -41.4% | +27.9% | -69.3% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling