+102.0%
META vs CHTR
-70.8%
+172.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.5% | +5.1% |
| 7D | +5.7% | +4.9% | +0.8% | +5.7% |
| 30D | -10.8% | +17.2% | -28.0% | -10.9% |
| 3M | +8.4% | -20.6% | +29.0% | +8.7% |
| 6M | +5.4% | -21.7% | +27.1% | +5.6% |
| YTD | -2.6% | -41.9% | +39.4% | -2.7% |
| 1Y | +3.5% | -44.9% | +48.4% | +3.6% |
| 3Y | +102.0% | -70.0% | +172.0% | +89.7% |
| All | +102.0% | -70.8% | +172.8% | +89.7% |
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