+358.1%
CMCSA vs CHTR
+282.5%
+75.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -8.1% | +1.5% | -2.9% |
| 7D | -8.3% | -15.8% | +7.5% | -0.8% |
| 30D | -2.4% | -12.7% | +10.2% | +3.3% |
| 3M | +4.5% | -1.1% | +5.6% | +4.0% |
| 6M | -18.8% | -39.9% | +21.1% | -0.2% |
| YTD | -8.9% | -35.9% | +26.9% | +7.9% |
| 1Y | -18.3% | -49.2% | +30.9% | +7.6% |
| 3Y | -35.0% | -68.3% | +33.3% | +1.6% |
| 5Y | -48.2% | -83.0% | +34.8% | +5.7% |
| 10Y | +4.6% | -49.3% | +53.9% | +30.6% |
| All | +358.1% | +282.5% | +75.6% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling