+93.1%
ORCL vs CHTR
-83.3%
+176.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.1% | +7.6% | +0.6% |
| 7D | +10.9% | -15.8% | +26.7% | +13.6% |
| 30D | +7.0% | -12.7% | +19.7% | +8.8% |
| 3M | -21.2% | -1.1% | -20.1% | -21.7% |
| 6M | +7.4% | -39.9% | +47.3% | +14.5% |
| YTD | -16.3% | -35.9% | +19.6% | -11.8% |
| 1Y | -32.3% | -49.2% | +16.8% | -26.0% |
| 3Y | +32.6% | -68.3% | +100.9% | +54.8% |
| 5Y | +93.1% | -83.0% | +176.1% | +149.0% |
| All | +93.1% | -83.3% | +176.4% | +149.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling