Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • DELL vs CHTR✓SelectedUSD · CHTRDELL vs CHTR performance historyLatest closeAs of+11.98%09/11
Stock and ETF performance explorer

DELL vs CHTR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+5,074.9%
CHTR return
-43.1%
Excess return
+5,118.0%
Maximum drawdown
-59.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCHTRExcessAlpha
1D+12.0%+3.7%+8.3%+11.1%
7D+8.2%-4.1%+12.3%+9.2%
30D+17.1%-3.0%+20.1%+17.6%
3M+45.2%+4.8%+40.4%+41.5%
6M+286.8%-35.0%+321.8%+320.1%
YTD+354.8%-30.2%+385.0%+383.3%
1Y+358.3%-44.8%+403.0%+419.5%
3Y+724.9%-66.6%+791.5%+943.0%
5Y+1,193.7%-81.5%+1,275.2%+1,896.5%
10Y+4,433.8%-44.8%+4,478.6%+4,904.1%
All+5,074.9%-43.1%+5,118.0%+5,669.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling