-35.3%
BABA vs CHTR
-46.1%
+10.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.7% | -0.8% | +5.0% |
| 7D | +4.3% | +14.1% | -9.8% | +4.6% |
| 30D | -5.0% | +11.6% | -16.6% | -4.7% |
| 3M | -18.4% | -21.4% | +3.1% | -18.6% |
| 6M | -20.3% | -27.3% | +7.0% | -21.0% |
| YTD | -27.5% | -42.4% | +14.9% | -29.7% |
| 1Y | -35.3% | -45.6% | +10.2% | -38.7% |
| All | -35.3% | -46.1% | +10.7% | -38.7% |
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