+384.1%
GLW vs CHTR
-81.7%
+465.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.7% | -1.7% | +1.7% |
| 7D | +7.8% | -4.1% | +11.9% | +8.1% |
| 30D | -0.4% | -3.0% | +2.5% | -0.5% |
| 3M | -5.6% | +4.8% | -10.3% | -6.6% |
| 6M | +26.7% | -35.0% | +61.8% | +31.8% |
| YTD | +91.0% | -30.2% | +121.2% | +95.3% |
| 1Y | +122.4% | -44.8% | +167.2% | +137.4% |
| 3Y | +471.0% | -66.6% | +537.6% | +567.1% |
| All | +384.1% | -81.7% | +465.8% | +531.0% |
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 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