-3.6%
CHTR vs USFR
+27.6%
-31.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | 0.0% | -8.1% | -8.1% |
| 7D | -15.8% | +0.1% | -15.8% | -15.8% |
| 30D | -12.7% | +0.3% | -12.9% | -12.7% |
| 3M | -1.1% | +1.0% | -2.1% | -1.3% |
| 6M | -39.9% | +1.9% | -41.9% | -40.1% |
| YTD | -35.9% | +2.7% | -38.5% | -36.2% |
| 1Y | -49.2% | +4.0% | -53.1% | -49.6% |
| 3Y | -68.3% | +14.0% | -82.3% | -69.1% |
| 5Y | -83.0% | +20.4% | -103.4% | -83.5% |
| 10Y | -49.3% | +28.0% | -77.3% | -51.5% |
| All | -3.6% | +27.6% | -31.2% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling