+40.0%
CVS vs CHTR
-44.7%
+84.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.2% |
| 7D | -2.2% | -4.1% | +1.9% | -1.6% |
| 30D | -0.1% | -3.0% | +2.9% | +0.1% |
| 3M | -5.2% | +4.8% | -10.0% | -6.7% |
| 6M | +26.9% | -35.0% | +61.9% | +34.1% |
| YTD | +22.1% | -30.2% | +52.2% | +26.8% |
| 1Y | +30.8% | -44.8% | +75.6% | +41.8% |
| 3Y | +54.4% | -66.6% | +120.9% | +79.9% |
| 5Y | +33.4% | -81.5% | +114.8% | +76.0% |
| All | +40.0% | -44.7% | +84.8% | +47.5% |
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