+1,504.8%
ASML vs CHTR
-53.2%
+1,558.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.7% | +3.6% | +5.7% |
| 7D | -0.8% | +4.9% | -5.7% | -2.2% |
| 30D | -14.9% | +17.2% | -32.1% | -18.4% |
| 3M | -13.0% | -20.6% | +7.6% | -9.5% |
| 6M | -4.7% | -21.7% | +17.0% | -1.5% |
| YTD | +42.3% | -41.9% | +84.3% | +54.0% |
| 1Y | +49.7% | -44.9% | +94.6% | +64.3% |
| 3Y | +144.3% | -70.0% | +214.3% | +210.8% |
| 5Y | +86.4% | -82.6% | +168.9% | +186.0% |
| 10Y | +1,504.8% | -55.1% | +1,559.9% | +1,696.1% |
| All | +1,504.8% | -53.2% | +1,558.1% | +1,696.1% |
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