-45.9%
CHTR vs VIAV
+419.4%
-465.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | +0.1% | +3.1% |
| 7D | -4.1% | +11.2% | -15.3% | -6.1% |
| 30D | -3.0% | -10.1% | +7.2% | -1.8% |
| 3M | +4.8% | -22.9% | +27.6% | +7.7% |
| 6M | -35.0% | +28.8% | -63.8% | -42.1% |
| YTD | -30.2% | +117.5% | -147.6% | -46.6% |
| 1Y | -44.8% | +216.1% | -260.8% | -62.4% |
| 3Y | -66.6% | +292.2% | -358.8% | -79.2% |
| 5Y | -81.5% | +141.0% | -222.5% | -87.2% |
| All | -45.9% | +419.4% | -465.3% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 VIAV 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