+755.6%
GOOGL vs CHTR
-44.7%
+800.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.9% |
| 7D | 0.0% | -4.1% | +4.1% | +0.9% |
| 30D | -1.4% | -3.0% | +1.6% | -1.1% |
| 3M | -5.3% | +4.8% | -10.1% | -7.2% |
| 6M | +9.8% | -35.0% | +44.8% | +18.2% |
| YTD | +8.4% | -30.2% | +38.5% | +13.7% |
| 1Y | +41.2% | -44.8% | +86.0% | +57.4% |
| 3Y | +149.6% | -66.6% | +216.1% | +209.4% |
| 5Y | +142.6% | -81.5% | +224.0% | +264.4% |
| All | +755.6% | -44.7% | +800.3% | +791.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling