+73.0%
IBM vs CHTR
-66.9%
+139.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.0% | -7.4% | -3.3% |
| 7D | -0.3% | -7.1% | +6.9% | +0.8% |
| 30D | -1.8% | -10.9% | +9.0% | -0.3% |
| 3M | -13.5% | +2.0% | -15.5% | -14.3% |
| 6M | -5.1% | -35.9% | +30.8% | -0.8% |
| YTD | -19.4% | -32.7% | +13.3% | -16.4% |
| 1Y | -6.5% | -46.6% | +40.0% | -0.3% |
| All | +73.0% | -66.9% | +139.9% | +92.4% |
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