+40.6%
GLW vs CHTR
-46.1%
+86.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +5.7% | -11.5% | -4.7% |
| 7D | -9.5% | +14.1% | -23.6% | -7.0% |
| 30D | -25.5% | +11.6% | -37.1% | -23.6% |
| 3M | -25.6% | -21.4% | -4.1% | -27.4% |
| 6M | -25.5% | -27.3% | +1.8% | -26.8% |
| YTD | +36.4% | -42.4% | +78.8% | +34.8% |
| 1Y | +40.6% | -45.6% | +86.2% | +40.0% |
| All | +40.6% | -46.1% | +86.7% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling