+63.9%
META vs CHTR
-81.8%
+145.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.1% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +3.6% | -4.5% | +8.1% | +4.2% |
| 3M | +4.9% | +10.2% | -5.3% | +2.9% |
| 6M | -4.7% | -37.2% | +32.5% | +1.0% |
| YTD | -6.9% | -30.2% | +23.3% | -3.9% |
| 1Y | -18.2% | -44.8% | +26.6% | -11.5% |
| 3Y | +107.8% | -65.5% | +173.2% | +144.7% |
| 5Y | +63.9% | -81.8% | +145.7% | +106.3% |
| All | +63.9% | -81.8% | +145.7% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling