+55.4%
CVS vs CHTR
-66.9%
+122.3%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.0% | -5.1% | -0.5% |
| 7D | -2.0% | -7.1% | +5.2% | -1.4% |
| 30D | +1.9% | -10.9% | +12.8% | +2.7% |
| 3M | -2.2% | +2.0% | -4.2% | -2.8% |
| 6M | +26.7% | -35.9% | +62.6% | +31.3% |
| YTD | +22.9% | -32.7% | +55.5% | +26.0% |
| 1Y | +32.9% | -46.6% | +79.5% | +39.8% |
| All | +55.4% | -66.9% | +122.3% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling