+858.3%
MO vs CHTR
+301.6%
+556.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.0% | -3.7% | +0.7% |
| 7D | -1.0% | -7.1% | +6.1% | -0.1% |
| 30D | +5.8% | -10.9% | +16.6% | +7.2% |
| 3M | -4.5% | +2.0% | -6.5% | -5.2% |
| 6M | +5.7% | -35.9% | +41.6% | +10.6% |
| YTD | +23.1% | -32.7% | +55.8% | +27.5% |
| 1Y | +10.9% | -46.6% | +57.5% | +18.5% |
| 3Y | +96.1% | -66.7% | +162.9% | +119.6% |
| 5Y | +100.1% | -82.1% | +182.2% | +143.2% |
| 10Y | +114.0% | -46.8% | +160.7% | +116.1% |
| All | +858.3% | +301.6% | +556.7% | +590.5% |
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