-64.3%
CHTR vs USAR
+68.6%
-132.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.4% | -4.7% | -8.1% |
| 7D | -15.8% | -4.4% | -11.4% | -15.8% |
| 30D | -12.7% | -10.4% | -2.3% | -12.7% |
| 3M | -1.1% | -18.4% | +17.3% | -1.1% |
| 6M | -39.9% | -8.8% | -31.1% | -39.8% |
| YTD | -35.9% | +43.4% | -79.2% | -35.3% |
| 1Y | -49.2% | +21.0% | -70.2% | -48.4% |
| 3Y | -68.3% | +67.7% | -136.1% | -66.1% |
| All | -64.3% | +68.6% | -132.9% | -62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling