+1,096.5%
EBAY vs CHTR
+301.6%
+794.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.0% | -3.5% | +0.3% |
| 7D | -0.8% | -7.1% | +6.4% | +0.9% |
| 30D | -0.6% | -10.9% | +10.2% | +1.8% |
| 3M | -1.0% | +2.0% | -3.0% | -2.3% |
| 6M | +16.3% | -35.9% | +52.2% | +26.6% |
| YTD | +21.7% | -32.7% | +54.4% | +30.2% |
| 1Y | +16.5% | -46.6% | +63.1% | +32.2% |
| 3Y | +154.2% | -66.7% | +220.9% | +213.9% |
| 5Y | +58.1% | -82.1% | +140.2% | +127.4% |
| 10Y | +273.5% | -46.8% | +320.3% | +267.1% |
| All | +1,096.5% | +301.6% | +794.9% | +406.3% |
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