+11.7%
BABA vs CHTR
-51.3%
+63.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.7% | -4.4% | -6.6% |
| 7D | -12.7% | +5.4% | -18.1% | -13.7% |
| 30D | -14.9% | +24.0% | -38.9% | -18.4% |
| 3M | -24.6% | -11.7% | -13.0% | -23.5% |
| 6M | -29.3% | -10.3% | -19.0% | -29.0% |
| YTD | -35.0% | -36.5% | +1.4% | -31.5% |
| 1Y | -39.7% | -37.7% | -2.0% | -36.2% |
| 3Y | +21.2% | -67.6% | +88.8% | +44.6% |
| 5Y | -39.9% | -80.8% | +40.9% | -18.5% |
| All | +11.7% | -51.3% | +63.0% | +17.1% |
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