+2,046.0%
GOOG vs CHTR
+301.6%
+1,744.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -0.6% |
| 7D | -2.5% | -7.1% | +4.6% | -0.9% |
| 30D | -3.6% | -10.9% | +7.2% | -1.4% |
| 3M | -6.4% | +2.0% | -8.4% | -7.8% |
| 6M | +7.8% | -35.9% | +43.7% | +16.5% |
| YTD | +5.5% | -32.7% | +38.2% | +11.9% |
| 1Y | +38.3% | -46.6% | +84.8% | +55.3% |
| 3Y | +143.1% | -66.7% | +209.8% | +198.3% |
| 5Y | +135.0% | -82.1% | +217.1% | +240.1% |
| 10Y | +778.1% | -46.8% | +824.9% | +818.4% |
| All | +2,046.0% | +301.6% | +1,744.4% | +1,117.9% |
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 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