+22.2%
CTSH vs CHTR
-44.7%
+66.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +1.8% |
| 7D | -3.7% | -4.1% | +0.4% | -2.6% |
| 30D | +3.7% | -3.0% | +6.7% | +4.2% |
| 3M | +17.9% | +4.8% | +13.2% | +15.6% |
| 6M | -2.6% | -35.0% | +32.4% | +6.7% |
| YTD | -26.4% | -30.2% | +3.8% | -21.2% |
| 1Y | -13.0% | -44.8% | +31.7% | -0.6% |
| 3Y | -11.2% | -66.6% | +55.4% | +13.6% |
| 5Y | -14.3% | -81.5% | +67.2% | +32.0% |
| All | +22.2% | -44.7% | +66.9% | +38.4% |
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