+410.1%
GE vs CHTR
-82.3%
+492.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.0% | -5.4% | -1.1% |
| 7D | -2.8% | -7.1% | +4.3% | -1.8% |
| 30D | -11.9% | -10.9% | -1.1% | -10.6% |
| 3M | +1.8% | +2.0% | -0.2% | +0.8% |
| 6M | -0.6% | -35.9% | +35.3% | +4.6% |
| YTD | +5.5% | -32.7% | +38.2% | +9.6% |
| 1Y | +15.0% | -46.6% | +61.5% | +24.9% |
| 3Y | +269.5% | -66.7% | +336.3% | +338.2% |
| All | +410.1% | -82.3% | +492.4% | +642.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling