+113.4%
CSCO vs CHTR
-82.1%
+195.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.0% | -6.8% | -2.4% |
| 7D | -1.1% | -7.1% | +6.1% | -0.3% |
| 30D | -10.8% | -10.9% | +0.1% | -9.8% |
| 3M | -9.2% | +2.0% | -11.2% | -10.1% |
| 6M | +39.5% | -35.9% | +75.5% | +45.9% |
| YTD | +41.5% | -32.7% | +74.2% | +46.5% |
| 1Y | +61.0% | -46.6% | +107.5% | +73.0% |
| 3Y | +105.2% | -66.7% | +171.9% | +135.5% |
| 5Y | +113.4% | -82.1% | +195.6% | +161.9% |
| All | +113.4% | -82.1% | +195.5% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling