-81.6%
CHTR vs VCLT
-17.2%
-64.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -4.1% | -1.4% | -2.7% | -3.3% |
| 30D | -3.0% | -1.2% | -1.8% | -2.2% |
| 3M | +4.8% | -4.8% | +9.5% | +8.0% |
| 6M | -35.0% | -2.6% | -32.5% | -33.9% |
| YTD | -30.2% | -3.3% | -26.8% | -28.7% |
| 1Y | -44.8% | -4.8% | -39.9% | -43.1% |
| 3Y | -66.6% | +11.5% | -78.1% | -68.7% |
| All | -81.6% | -17.2% | -64.4% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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