-23.9%
BABA vs CHTR
-46.6%
+22.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.7% | -0.8% |
| 7D | -2.9% | -7.1% | +4.2% | -2.9% |
| 30D | -15.1% | -10.9% | -4.2% | -15.1% |
| 3M | -5.0% | +2.0% | -7.1% | -5.1% |
| 6M | -19.9% | -35.9% | +16.0% | -21.3% |
| YTD | -25.3% | -32.7% | +7.4% | -26.4% |
| 1Y | -23.9% | -46.6% | +22.7% | -18.9% |
| All | -23.9% | -46.6% | +22.7% | -18.9% |
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