+228.9%
IBM vs CHTR
+316.4%
-87.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -0.3% |
| 7D | +0.3% | -0.3% | +0.6% | +0.2% |
| 30D | -1.5% | -4.5% | +3.0% | -0.8% |
| 3M | -16.8% | +10.2% | -27.0% | -18.8% |
| 6M | -9.0% | -37.2% | +28.2% | -1.9% |
| YTD | -20.1% | -30.2% | +10.1% | -15.8% |
| 1Y | -7.0% | -44.8% | +37.8% | +2.5% |
| 3Y | +72.4% | -65.5% | +137.9% | +103.5% |
| 5Y | +112.0% | -81.8% | +193.8% | +183.3% |
| 10Y | +131.6% | -45.8% | +177.3% | +138.1% |
| All | +228.9% | +316.4% | -87.5% | +116.9% |
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