+6.1%
CMCSA vs CHTR
-44.7%
+50.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -1.7% |
| 7D | -4.9% | -4.1% | -0.8% | -3.0% |
| 30D | -1.1% | -3.0% | +1.9% | -0.2% |
| 3M | +6.6% | +4.8% | +1.8% | +2.9% |
| 6M | -15.5% | -35.0% | +19.6% | +1.3% |
| YTD | -6.7% | -30.2% | +23.5% | +7.1% |
| 1Y | -15.6% | -44.8% | +29.2% | +8.7% |
| 3Y | -33.7% | -66.6% | +32.9% | +4.7% |
| 5Y | -46.6% | -81.5% | +34.8% | +13.6% |
| All | +6.1% | -44.7% | +50.8% | +27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling