+46.5%
PYPL vs CHTR
-14.7%
+61.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -1.8% |
| 7D | +1.7% | -0.3% | +2.0% | +1.7% |
| 30D | -9.7% | -4.5% | -5.3% | -8.9% |
| 3M | +29.2% | +10.2% | +19.0% | +22.8% |
| 6M | +13.9% | -37.2% | +51.1% | +29.7% |
| YTD | -8.1% | -30.2% | +22.1% | -0.4% |
| 1Y | -21.4% | -44.8% | +23.4% | -6.5% |
| 3Y | -11.8% | -65.5% | +53.7% | +20.5% |
| 5Y | -81.1% | -81.8% | +0.6% | -66.4% |
| 10Y | +36.9% | -45.8% | +82.7% | +56.9% |
| All | +46.5% | -14.7% | +61.2% | +28.6% |
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