-62.5%
CHTR vs USAR
+58.5%
-121.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.0% | +11.0% | +5.0% |
| 7D | -7.1% | -9.3% | +2.2% | -7.2% |
| 30D | -10.9% | -15.2% | +4.3% | -10.9% |
| 3M | +2.0% | -21.1% | +23.1% | +2.0% |
| 6M | -35.9% | -21.6% | -14.3% | -35.9% |
| YTD | -32.7% | +34.8% | -67.5% | -32.1% |
| 1Y | -46.6% | +15.6% | -62.2% | -45.8% |
| 3Y | -66.7% | +57.7% | -124.4% | -64.4% |
| All | -62.5% | +58.5% | -121.0% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling