-42.2%
DIS vs CHTR
-83.3%
+41.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.1% | +7.3% | +1.1% |
| 7D | -3.5% | -15.8% | +12.3% | +0.4% |
| 30D | +1.0% | -12.7% | +13.6% | +4.0% |
| 3M | +5.7% | -1.1% | +6.8% | +5.0% |
| 6M | +3.3% | -39.9% | +43.2% | +14.0% |
| YTD | -7.7% | -35.9% | +28.1% | -0.3% |
| 1Y | -10.0% | -49.2% | +39.2% | +3.5% |
| 3Y | +31.7% | -68.3% | +100.0% | +68.5% |
| 5Y | -42.2% | -83.0% | +40.7% | -10.6% |
| All | -42.2% | -83.3% | +41.1% | -10.6% |
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