+16.7%
BABA vs CHTR
-49.7%
+66.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -8.1% | +5.2% | -1.3% |
| 7D | -2.2% | -15.8% | +13.6% | +1.1% |
| 30D | -17.3% | -12.7% | -4.7% | -15.5% |
| 3M | -7.8% | -1.1% | -6.7% | -8.4% |
| 6M | -16.8% | -39.9% | +23.1% | -10.1% |
| YTD | -24.7% | -35.9% | +11.2% | -20.2% |
| 1Y | -24.9% | -49.2% | +24.2% | -16.2% |
| 3Y | +29.1% | -68.3% | +97.4% | +55.9% |
| 5Y | -30.5% | -83.0% | +52.4% | -1.5% |
| 10Y | +16.7% | -49.3% | +66.0% | +16.3% |
| All | +16.7% | -49.7% | +66.4% | +16.3% |
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