-45.9%
CHTR vs VMC
+156.6%
-202.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.9% | +3.5% |
| 7D | -4.1% | -3.8% | -0.3% | -3.0% |
| 30D | -3.0% | -9.7% | +6.7% | -0.1% |
| 3M | +4.8% | -9.6% | +14.4% | +7.5% |
| 6M | -35.0% | -4.8% | -30.2% | -34.5% |
| YTD | -30.2% | -10.9% | -19.3% | -28.4% |
| 1Y | -44.8% | -15.6% | -29.2% | -42.6% |
| 3Y | -66.6% | +19.3% | -85.9% | -68.7% |
| 5Y | -81.5% | +48.0% | -129.5% | -83.8% |
| All | -45.9% | +156.6% | -202.5% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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