-82.1%
CHTR vs XRT
-4.5%
-77.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.4% |
| 7D | -7.1% | -3.6% | -3.6% | -5.2% |
| 30D | -10.9% | -6.7% | -4.2% | -7.3% |
| 3M | +2.0% | -1.4% | +3.4% | +3.0% |
| 6M | -35.9% | +1.7% | -37.6% | -36.3% |
| YTD | -32.7% | -1.5% | -31.2% | -32.0% |
| 1Y | -46.6% | -2.5% | -44.1% | -45.8% |
| 3Y | -66.7% | +39.9% | -106.6% | -72.3% |
| 5Y | -82.1% | -2.6% | -79.5% | -83.9% |
| All | -82.1% | -4.5% | -77.7% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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