+412.4%
META vs CHTR
-49.2%
+461.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -8.1% | +14.7% | +8.6% |
| 7D | +10.3% | -15.8% | +26.0% | +14.7% |
| 30D | +9.9% | -12.7% | +22.5% | +13.0% |
| 3M | +11.9% | -1.1% | +13.0% | +11.0% |
| 6M | +1.2% | -39.9% | +41.1% | +11.4% |
| YTD | -0.8% | -35.9% | +35.1% | +6.5% |
| 1Y | -14.3% | -49.2% | +34.8% | -1.6% |
| 3Y | +121.4% | -68.3% | +189.7% | +180.6% |
| 5Y | +74.5% | -83.0% | +157.4% | +181.3% |
| All | +412.4% | -49.2% | +461.7% | +433.8% |
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