-15.6%
CMCSA vs CHTR
-44.4%
+28.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -1.5% |
| 7D | -4.9% | -4.1% | -0.8% | -3.2% |
| 30D | -1.1% | -3.0% | +1.9% | -0.2% |
| 3M | +6.6% | +4.8% | +1.8% | +3.2% |
| 6M | -15.5% | -35.0% | +19.6% | +0.2% |
| YTD | -6.7% | -30.2% | +23.5% | +6.7% |
| 1Y | -15.6% | -44.8% | +29.2% | +8.7% |
| All | -15.6% | -44.4% | +28.8% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling