+42.7%
ORCL vs CHTR
-79.9%
+122.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -1.9% |
| 7D | +8.0% | +17.2% | -9.2% | +5.8% |
| 30D | -4.0% | +31.6% | -35.6% | -7.6% |
| 3M | -19.5% | -11.6% | -7.9% | -18.4% |
| 6M | -33.5% | -3.3% | -30.2% | -33.9% |
| YTD | -34.8% | -33.7% | -1.1% | -31.8% |
| 1Y | -41.6% | -32.4% | -9.2% | -39.2% |
| 3Y | +13.8% | -65.9% | +79.7% | +31.1% |
| All | +42.7% | -79.9% | +122.6% | +69.5% |
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 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