+592.7%
CSCO vs CHTR
+316.4%
+276.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.6% |
| 30D | -10.1% | -4.5% | -5.6% | -9.7% |
| 3M | -11.7% | +10.2% | -22.0% | -14.6% |
| 6M | +40.1% | -37.2% | +77.3% | +51.6% |
| YTD | +43.8% | -30.2% | +74.0% | +50.9% |
| 1Y | +66.6% | -44.8% | +111.4% | +84.8% |
| 3Y | +108.5% | -65.5% | +174.0% | +151.6% |
| 5Y | +114.0% | -81.8% | +195.7% | +203.1% |
| 10Y | +366.8% | -45.8% | +412.6% | +371.2% |
| All | +592.7% | +316.4% | +276.3% | +259.0% |
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