+4,286.6%
ASML vs CHTR
+237.3%
+4,049.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -6.2% | +11.2% | +6.5% |
| 7D | -9.0% | +5.9% | -14.9% | -10.7% |
| 30D | -21.0% | +10.4% | -31.3% | -23.6% |
| 3M | -16.3% | -25.0% | +8.7% | -11.4% |
| 6M | -7.5% | -24.6% | +17.0% | -3.5% |
| YTD | +34.0% | -43.4% | +77.4% | +46.7% |
| 1Y | +39.3% | -45.8% | +85.1% | +54.2% |
| 3Y | +128.9% | -71.6% | +200.4% | +196.7% |
| 5Y | +76.1% | -82.9% | +159.0% | +166.2% |
| 10Y | +1,428.4% | -52.8% | +1,481.2% | +1,497.5% |
| All | +4,286.6% | +237.3% | +4,049.3% | +1,895.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling