-67.7%
CHTR vs Z
-39.0%
-28.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.8% | +7.8% | +5.4% |
| 7D | -7.1% | -11.6% | +4.4% | -5.3% |
| 30D | -10.9% | -8.5% | -2.4% | -9.6% |
| 3M | +2.0% | -7.9% | +9.9% | +3.1% |
| 6M | -35.9% | -29.1% | -6.8% | -33.2% |
| YTD | -32.7% | -54.2% | +21.5% | -26.3% |
| 1Y | -46.6% | -63.5% | +17.0% | -40.0% |
| All | -67.7% | -39.0% | -28.8% | -66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling