-61.1%
CHTR vs USAR
+53.8%
-114.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.0% | +6.7% | +3.7% |
| 7D | -4.1% | -11.6% | +7.5% | -4.1% |
| 30D | -3.0% | -15.5% | +12.5% | -3.0% |
| 3M | +4.8% | -31.0% | +35.8% | +4.7% |
| 6M | -35.0% | -26.2% | -8.8% | -35.0% |
| YTD | -30.2% | +30.8% | -60.9% | -29.6% |
| 1Y | -44.8% | +7.1% | -51.9% | -44.0% |
| 3Y | -66.6% | +53.0% | -119.6% | -64.3% |
| All | -61.1% | +53.8% | -114.9% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling