+32.2%
CVS vs CHTR
-81.7%
+113.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.1% |
| 7D | -2.2% | -4.1% | +1.9% | -1.8% |
| 30D | -0.1% | -3.0% | +2.9% | +0.1% |
| 3M | -5.2% | +4.8% | -10.0% | -6.2% |
| 6M | +26.9% | -35.0% | +61.9% | +32.2% |
| YTD | +22.1% | -30.2% | +52.2% | +25.5% |
| 1Y | +30.8% | -44.8% | +75.6% | +38.7% |
| 3Y | +54.4% | -66.6% | +120.9% | +72.8% |
| All | +32.2% | -81.7% | +113.9% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling