+147.5%
GE vs CHTR
-44.7%
+192.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.0% |
| 7D | -4.0% | -4.1% | +0.1% | -3.2% |
| 30D | -11.4% | -3.0% | -8.4% | -11.2% |
| 3M | -2.6% | +4.8% | -7.4% | -4.6% |
| 6M | -0.3% | -35.0% | +34.7% | +6.8% |
| YTD | +5.4% | -30.2% | +35.5% | +10.3% |
| 1Y | +15.5% | -44.8% | +60.3% | +28.1% |
| 3Y | +260.8% | -66.6% | +327.3% | +343.9% |
| 5Y | +421.6% | -81.5% | +503.1% | +669.6% |
| All | +147.5% | -44.7% | +192.2% | +155.6% |
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