+368.9%
CMCSA vs CHTR
+301.6%
+67.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.0% | -2.6% | +0.1% |
| 7D | -5.6% | -7.1% | +1.6% | -2.3% |
| 30D | -1.9% | -10.9% | +9.0% | +2.9% |
| 3M | +6.4% | +2.0% | +4.4% | +4.4% |
| 6M | -16.9% | -35.9% | +19.0% | -0.9% |
| YTD | -6.8% | -32.7% | +25.9% | +8.0% |
| 1Y | -15.9% | -46.6% | +30.7% | +8.2% |
| 3Y | -33.4% | -66.7% | +33.3% | +1.6% |
| 5Y | -46.7% | -82.1% | +35.4% | +6.3% |
| 10Y | +7.0% | -46.8% | +53.8% | +30.7% |
| All | +368.9% | +301.6% | +67.3% | +158.1% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling