+143.3%
DELL vs CHTR
-46.1%
+189.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +5.7% | -14.5% | -8.9% |
| 7D | -24.6% | +14.1% | -38.7% | -25.0% |
| 30D | -32.5% | +11.6% | -44.1% | -32.8% |
| 3M | -20.2% | -21.4% | +1.2% | -18.2% |
| 6M | +76.5% | -27.3% | +103.7% | +85.4% |
| YTD | +198.9% | -42.4% | +241.3% | +221.2% |
| 1Y | +143.3% | -45.6% | +188.9% | +171.4% |
| All | +143.3% | -46.1% | +189.4% | +171.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling