-82.1%
CHTR vs Z
-66.6%
-15.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.8% | +7.8% | +5.5% |
| 7D | -7.1% | -11.6% | +4.4% | -5.1% |
| 30D | -10.9% | -8.5% | -2.4% | -9.5% |
| 3M | +2.0% | -7.9% | +9.9% | +3.3% |
| 6M | -35.9% | -29.1% | -6.8% | -32.5% |
| YTD | -32.7% | -54.2% | +21.5% | -24.2% |
| 1Y | -46.6% | -63.5% | +17.0% | -37.7% |
| 3Y | -66.7% | -38.6% | -28.1% | -65.7% |
| 5Y | -82.1% | -66.0% | -16.2% | -83.3% |
| All | -82.1% | -66.6% | -15.6% | -83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling