+33.3%
ORCL vs CHTR
-65.0%
+98.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.1% | +6.5% | +2.8% |
| 7D | +15.0% | -0.3% | +15.3% | +14.9% |
| 30D | +10.5% | -4.5% | +15.0% | +10.9% |
| 3M | -23.0% | +10.2% | -33.2% | -24.4% |
| 6M | +7.0% | -37.2% | +44.2% | +12.4% |
| YTD | -15.8% | -30.2% | +14.4% | -12.8% |
| 1Y | -31.1% | -44.8% | +13.7% | -26.4% |
| 3Y | +33.3% | -65.5% | +98.8% | +50.9% |
| All | +33.3% | -65.0% | +98.3% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling