+289.8%
DIS vs CHTR
+334.3%
-44.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -2.6% | -1.1% | -1.5% | -2.4% |
| 30D | +3.5% | -0.8% | +4.3% | +3.4% |
| 3M | +6.8% | +17.8% | -11.0% | +0.7% |
| 6M | +3.0% | -34.5% | +37.5% | +13.2% |
| YTD | -6.7% | -27.2% | +20.5% | -1.2% |
| 1Y | -10.1% | -41.4% | +31.4% | +1.7% |
| 3Y | +33.0% | -64.0% | +97.1% | +67.9% |
| 5Y | -40.0% | -81.3% | +41.3% | -7.8% |
| 10Y | +21.1% | -44.1% | +65.1% | +25.4% |
| All | +289.8% | +334.3% | -44.5% | +90.3% |
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