+1,593.7%
META vs CHTR
+89.7%
+1,504.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.5% | +4.5% |
| 7D | +5.7% | +4.9% | +0.8% | +4.3% |
| 30D | -10.8% | +17.2% | -28.0% | -14.6% |
| 3M | +8.4% | -20.6% | +29.0% | +13.4% |
| 6M | +5.4% | -21.7% | +27.1% | +9.8% |
| YTD | -2.6% | -41.9% | +39.4% | +6.6% |
| 1Y | +3.5% | -44.9% | +48.4% | +14.8% |
| 3Y | +102.0% | -70.0% | +172.0% | +155.7% |
| 5Y | +93.1% | -82.6% | +175.7% | +190.9% |
| 10Y | +425.7% | -55.1% | +480.7% | +471.2% |
| All | +1,593.7% | +89.7% | +1,504.1% | +1,339.4% |
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