+32.9%
BABA vs CHTR
-65.0%
+98.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | -0.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | -12.3% | -4.5% | -7.8% | -12.1% |
| 3M | -5.3% | +10.2% | -15.6% | -5.9% |
| 6M | -13.1% | -37.2% | +24.2% | -11.7% |
| YTD | -22.4% | -30.2% | +7.7% | -21.9% |
| 1Y | -19.5% | -44.8% | +25.3% | -17.2% |
| 3Y | +32.9% | -65.5% | +98.4% | +41.4% |
| All | +32.9% | -65.0% | +98.0% | +41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling