-22.2%
CHTR vs Z
+17.0%
-39.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.3% | -3.1% |
| 7D | -0.3% | -3.3% | +3.0% | +0.2% |
| 30D | -4.5% | -3.7% | -0.8% | -3.9% |
| 3M | +10.2% | -7.0% | +17.2% | +11.3% |
| 6M | -37.2% | -29.5% | -7.7% | -34.1% |
| YTD | -30.2% | -52.6% | +22.4% | -22.6% |
| 1Y | -44.8% | -64.0% | +19.2% | -36.4% |
| 3Y | -65.5% | -36.4% | -29.1% | -64.6% |
| 5Y | -81.8% | -65.8% | -16.0% | -80.7% |
| 10Y | -45.8% | -5.8% | -39.9% | -54.1% |
| All | -22.2% | +17.0% | -39.2% | -36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling