+642.4%
INTC vs CHTR
+301.6%
+340.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.0% | -10.6% | -6.7% |
| 7D | +9.4% | -7.1% | +16.6% | +10.9% |
| 30D | +2.7% | -10.9% | +13.5% | +4.5% |
| 3M | -6.3% | +2.0% | -8.3% | -8.4% |
| 6M | +114.5% | -35.9% | +150.4% | +126.8% |
| YTD | +171.9% | -32.7% | +204.5% | +180.4% |
| 1Y | +305.0% | -46.6% | +351.6% | +348.5% |
| 3Y | +168.3% | -66.7% | +235.1% | +235.7% |
| 5Y | +102.3% | -82.1% | +184.4% | +201.7% |
| 10Y | +249.4% | -46.8% | +296.1% | +274.0% |
| All | +642.4% | +301.6% | +340.8% | +335.3% |
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