+1,064.1%
GLW vs CHTR
+334.3%
+729.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.6% |
| 7D | +3.8% | -1.1% | +4.8% | +3.8% |
| 30D | -1.3% | -0.8% | -0.6% | -1.9% |
| 3M | -21.8% | +17.8% | -39.6% | -25.9% |
| 6M | +6.9% | -34.5% | +41.4% | +14.3% |
| YTD | +77.2% | -27.2% | +104.3% | +82.8% |
| 1Y | +123.2% | -41.4% | +164.7% | +144.1% |
| 3Y | +400.0% | -64.0% | +464.0% | +501.8% |
| 5Y | +342.8% | -81.3% | +424.1% | +545.5% |
| 10Y | +771.4% | -44.1% | +815.5% | +770.6% |
| All | +1,064.1% | +334.3% | +729.8% | +382.1% |
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