+1,761.8%
ASML vs CHTR
-47.2%
+1,809.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.1% | +7.0% | +3.9% |
| 7D | +6.0% | -0.3% | +6.3% | +5.9% |
| 30D | +1.4% | -4.5% | +5.8% | +2.0% |
| 3M | +1.0% | +10.2% | -9.2% | -2.8% |
| 6M | +37.0% | -37.2% | +74.2% | +49.3% |
| YTD | +65.8% | -30.2% | +95.9% | +73.6% |
| 1Y | +123.1% | -44.8% | +167.9% | +150.6% |
| 3Y | +188.2% | -65.5% | +253.7% | +260.1% |
| 5Y | +115.6% | -81.8% | +197.4% | +239.8% |
| 10Y | +1,761.8% | -45.8% | +1,807.6% | +1,837.6% |
| All | +1,761.8% | -47.2% | +1,809.1% | +1,837.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling