+10,232.2%
NFLX vs CHTR
+282.5%
+9,949.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.1% | +7.2% | +1.5% |
| 7D | -8.1% | -15.8% | +7.7% | -3.4% |
| 30D | -0.3% | -12.7% | +12.3% | +3.4% |
| 3M | -6.6% | -1.1% | -5.5% | -7.3% |
| 6M | -22.7% | -39.9% | +17.2% | -12.8% |
| YTD | -18.9% | -35.9% | +17.0% | -10.9% |
| 1Y | -39.8% | -49.2% | +9.3% | -28.9% |
| 3Y | +71.7% | -68.3% | +140.0% | +124.4% |
| 5Y | +27.2% | -83.0% | +110.2% | +106.7% |
| 10Y | +687.9% | -49.3% | +737.2% | +775.8% |
| All | +10,232.2% | +282.5% | +9,949.6% | +7,204.3% |
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 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