-45.9%
CHTR vs USFR
+28.1%
-74.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.7% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -3.0% | +0.4% | -3.3% | -3.1% |
| 3M | +4.8% | +1.0% | +3.7% | +4.2% |
| 6M | -35.0% | +2.0% | -37.0% | -35.8% |
| YTD | -30.2% | +2.8% | -32.9% | -31.3% |
| 1Y | -44.8% | +4.1% | -48.9% | -46.1% |
| 3Y | -66.6% | +14.1% | -80.7% | -68.8% |
| 5Y | -81.5% | +20.6% | -102.1% | -83.2% |
| All | -45.9% | +28.1% | -74.0% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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