+478.1%
GLW vs CHTR
-68.4%
+546.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.1% | +9.6% | +1.4% |
| 7D | +16.9% | -15.8% | +32.7% | +16.7% |
| 30D | +7.0% | -12.7% | +19.6% | +6.9% |
| 3M | -3.0% | -1.1% | -1.9% | -3.1% |
| 6M | +31.0% | -39.9% | +70.9% | +32.7% |
| YTD | +93.4% | -35.9% | +129.3% | +94.7% |
| 1Y | +134.7% | -49.2% | +183.9% | +141.9% |
| All | +478.1% | -68.4% | +546.5% | +542.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling