+316.4%
CHTR vs VO
+581.3%
-264.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -3.7% |
| 7D | -0.3% | +0.6% | -0.9% | -0.8% |
| 30D | -4.5% | -1.1% | -3.4% | -3.7% |
| 3M | +10.2% | +4.5% | +5.7% | +6.6% |
| 6M | -37.2% | +11.1% | -48.3% | -42.1% |
| YTD | -30.2% | +13.5% | -43.7% | -36.7% |
| 1Y | -44.8% | +14.5% | -59.3% | -50.2% |
| 3Y | -65.5% | +58.1% | -123.6% | -75.5% |
| 5Y | -81.8% | +43.3% | -125.1% | -86.2% |
| 10Y | -45.8% | +193.2% | -238.9% | -75.9% |
| All | +316.4% | +581.3% | -264.9% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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