+276.1%
EBAY vs CHTR
-44.7%
+320.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.7% | -1.1% | +1.8% |
| 7D | +4.2% | -4.1% | +8.3% | +5.0% |
| 30D | +5.6% | -3.0% | +8.6% | +6.0% |
| 3M | -1.4% | +4.8% | -6.2% | -3.1% |
| 6M | +18.2% | -35.0% | +53.2% | +27.1% |
| YTD | +24.8% | -30.2% | +55.0% | +31.5% |
| 1Y | +18.0% | -44.8% | +62.8% | +31.1% |
| 3Y | +160.3% | -66.6% | +226.8% | +215.4% |
| 5Y | +62.1% | -81.5% | +143.6% | +120.4% |
| All | +276.1% | -44.7% | +320.8% | +271.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling