+46.1%
ASML vs CHTR
-46.1%
+92.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.7% | -9.3% | -2.7% |
| 7D | -10.0% | +14.1% | -24.1% | -8.2% |
| 30D | -19.4% | +11.6% | -31.0% | -17.9% |
| 3M | -12.5% | -21.4% | +9.0% | -14.2% |
| 6M | +8.2% | -27.3% | +35.5% | +6.8% |
| YTD | +40.7% | -42.4% | +83.1% | +36.6% |
| 1Y | +46.1% | -45.6% | +91.7% | +41.4% |
| All | +46.1% | -46.1% | +92.2% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling