+436.0%
META vs CHTR
-50.6%
+486.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.6% | -10.6% | -2.5% |
| 7D | +3.3% | +17.8% | -14.5% | -0.9% |
| 30D | -10.8% | +29.7% | -40.4% | -16.5% |
| 3M | +7.9% | -12.5% | +20.4% | +10.1% |
| 6M | +5.4% | -13.4% | +18.8% | +7.0% |
| YTD | -2.6% | -35.8% | +33.2% | +3.7% |
| 1Y | +1.9% | -36.3% | +38.2% | +8.5% |
| 3Y | +97.0% | -67.3% | +164.2% | +145.3% |
| 5Y | +97.6% | -80.9% | +178.5% | +201.2% |
| 10Y | +436.0% | -50.5% | +486.5% | +465.6% |
| All | +436.0% | -50.6% | +486.6% | +465.6% |
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