+145.8%
GOOG vs CHTR
-65.7%
+211.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.2% |
| 7D | 0.0% | -4.1% | +4.1% | +0.4% |
| 30D | -2.0% | -3.0% | +1.0% | -1.8% |
| 3M | -5.9% | +4.8% | -10.6% | -6.6% |
| 6M | +8.9% | -35.0% | +43.9% | +11.2% |
| YTD | +7.1% | -30.2% | +37.3% | +8.3% |
| 1Y | +39.7% | -44.8% | +84.4% | +44.8% |
| 3Y | +145.8% | -66.6% | +212.4% | +178.9% |
| All | +145.8% | -65.7% | +211.5% | +178.9% |
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