+533.7%
ORCL vs CHTR
+295.4%
+238.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.3% | -5.7% | -2.3% |
| 7D | +8.0% | +17.2% | -9.2% | +4.2% |
| 30D | -4.0% | +31.6% | -35.6% | -10.1% |
| 3M | -19.5% | -11.6% | -7.9% | -18.2% |
| 6M | -33.5% | -3.3% | -30.2% | -34.4% |
| YTD | -34.8% | -33.7% | -1.1% | -31.0% |
| 1Y | -41.6% | -32.4% | -9.2% | -38.5% |
| 3Y | +13.8% | -65.9% | +79.7% | +36.9% |
| 5Y | +43.4% | -79.9% | +123.3% | +95.0% |
| 10Y | +268.8% | -49.2% | +318.0% | +272.0% |
| All | +533.7% | +295.4% | +238.3% | +207.4% |
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 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