-44.1%
CHTR vs TEVA
+81.2%
-125.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.8% | +4.7% |
| 7D | +15.5% | +0.7% | +14.7% | +15.3% |
| 30D | +15.9% | +6.8% | +9.1% | +15.0% |
| 3M | -17.8% | +20.3% | -38.2% | -19.4% |
| 6M | -20.5% | +16.5% | -37.0% | -22.8% |
| YTD | -39.7% | +33.9% | -73.6% | -42.0% |
| 1Y | -44.1% | +69.8% | -113.9% | -49.1% |
| All | -44.1% | +81.2% | -125.3% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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