-45.9%
CHTR vs Z
-2.5%
-43.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.0% | -0.3% | +3.1% |
| 7D | -4.1% | -6.0% | +1.9% | -3.1% |
| 30D | -3.0% | -2.3% | -0.7% | -2.6% |
| 3M | +4.8% | -0.6% | +5.4% | +4.7% |
| 6M | -35.0% | -27.6% | -7.4% | -32.0% |
| YTD | -30.2% | -52.4% | +22.2% | -22.4% |
| 1Y | -44.8% | -63.6% | +18.8% | -36.2% |
| 3Y | -66.6% | -36.4% | -30.2% | -65.7% |
| 5Y | -81.5% | -64.6% | -16.9% | -80.4% |
| All | -45.9% | -2.5% | -43.4% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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