+316.5%
CHTR vs VRSK
+520.9%
-204.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.6% |
| 7D | -4.1% | -5.2% | +1.1% | -2.0% |
| 30D | -3.0% | -2.3% | -0.6% | -2.3% |
| 3M | +4.8% | -2.9% | +7.7% | +5.4% |
| 6M | -35.0% | -12.8% | -22.2% | -32.3% |
| YTD | -30.2% | -20.8% | -9.4% | -24.5% |
| 1Y | -44.8% | -33.2% | -11.5% | -35.8% |
| 3Y | -66.6% | -26.6% | -40.0% | -63.2% |
| 5Y | -81.5% | -11.3% | -70.2% | -81.6% |
| 10Y | -44.8% | +126.1% | -170.9% | -64.1% |
| All | +316.5% | +520.9% | -204.4% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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