+523.3%
GE vs CHTR
+316.4%
+206.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.5% | +0.3% |
| 7D | +1.2% | -0.3% | +1.5% | +1.0% |
| 30D | -9.5% | -4.5% | -5.0% | -8.9% |
| 3M | +4.1% | +10.2% | -6.1% | +0.7% |
| 6M | +3.9% | -37.2% | +41.2% | +12.9% |
| YTD | +9.0% | -30.2% | +39.2% | +14.6% |
| 1Y | +21.9% | -44.8% | +66.7% | +35.9% |
| 3Y | +281.8% | -65.5% | +347.3% | +364.8% |
| 5Y | +436.7% | -81.8% | +518.5% | +677.2% |
| 10Y | +151.5% | -45.8% | +197.3% | +155.5% |
| All | +523.3% | +316.4% | +206.9% | +220.3% |
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