+1,145.9%
DELL vs CHTR
-81.7%
+1,227.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.7% | +8.3% | +11.4% |
| 7D | +8.2% | -4.1% | +12.3% | +8.9% |
| 30D | +17.1% | -3.0% | +20.1% | +17.5% |
| 3M | +45.2% | +4.8% | +40.4% | +42.9% |
| 6M | +286.8% | -35.0% | +321.8% | +311.1% |
| YTD | +354.8% | -30.2% | +385.0% | +376.4% |
| 1Y | +358.3% | -44.8% | +403.0% | +401.0% |
| 3Y | +724.9% | -66.6% | +791.5% | +884.8% |
| All | +1,145.9% | -81.7% | +1,227.6% | +1,527.9% |
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