-45.9%
CHTR vs EQIX
+246.8%
-292.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.2% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -3.0% | -2.5% | -0.5% | -2.3% |
| 3M | +4.8% | 0.0% | +4.8% | +4.0% |
| 6M | -35.0% | +7.6% | -42.7% | -37.2% |
| YTD | -30.2% | +37.5% | -67.7% | -38.6% |
| 1Y | -44.8% | +32.9% | -77.7% | -50.9% |
| 3Y | -66.6% | +42.8% | -109.3% | -71.7% |
| 5Y | -81.5% | +35.8% | -117.3% | -84.4% |
| All | -45.9% | +246.8% | -292.6% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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