+55.2%
EBAY vs CHTR
-46.1%
+101.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +5.7% | -0.2% | +4.7% |
| 7D | +6.0% | +14.1% | -8.1% | +4.2% |
| 30D | +16.8% | +11.6% | +5.2% | +15.1% |
| 3M | +14.5% | -21.4% | +36.0% | +17.1% |
| 6M | +15.1% | -27.3% | +42.4% | +17.8% |
| YTD | +45.0% | -42.4% | +87.4% | +57.1% |
| 1Y | +55.2% | -45.6% | +100.7% | +70.4% |
| All | +55.2% | -46.1% | +101.2% | +70.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling