+340.4%
DIS vs CHTR
+295.4%
+45.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.6% |
| 7D | +1.9% | +17.2% | -15.3% | -2.9% |
| 30D | +9.2% | +31.6% | -22.5% | +0.3% |
| 3M | +13.5% | -11.6% | +25.1% | +16.4% |
| 6M | +14.3% | -3.3% | +17.5% | +13.0% |
| YTD | +5.4% | -33.7% | +39.1% | +13.7% |
| 1Y | +12.2% | -32.4% | +44.6% | +20.2% |
| 3Y | +37.2% | -65.9% | +103.1% | +74.6% |
| 5Y | -23.1% | -79.9% | +56.8% | +13.9% |
| 10Y | +32.2% | -49.2% | +81.4% | +39.8% |
| All | +340.4% | +295.4% | +45.0% | +119.0% |
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