+9.0%
MSFT vs CHTR
-46.1%
+55.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +5.7% | +1.0% | +6.7% |
| 7D | +4.7% | +14.1% | -9.4% | +4.8% |
| 30D | +5.8% | +11.6% | -5.7% | +5.9% |
| 3M | +13.0% | -21.4% | +34.4% | +13.2% |
| 6M | +34.9% | -27.3% | +62.2% | +33.7% |
| YTD | +15.7% | -42.4% | +58.0% | +17.4% |
| 1Y | +9.0% | -45.6% | +54.5% | +10.4% |
| All | +9.0% | -46.1% | +55.0% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling