+190.8%
CTSH vs CHTR
+316.4%
-125.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -2.6% |
| 7D | -5.5% | -0.3% | -5.2% | -5.6% |
| 30D | +4.5% | -4.5% | +9.0% | +5.6% |
| 3M | +13.7% | +10.2% | +3.5% | +9.9% |
| 6M | -8.4% | -37.2% | +28.8% | +2.0% |
| YTD | -26.5% | -30.2% | +3.7% | -21.0% |
| 1Y | -13.9% | -44.8% | +30.8% | -1.1% |
| 3Y | -11.3% | -65.5% | +54.2% | +12.6% |
| 5Y | -14.8% | -81.8% | +66.9% | +30.4% |
| 10Y | +22.5% | -45.8% | +68.3% | +28.8% |
| All | +190.8% | +316.4% | -125.6% | +40.2% |
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