+7.9%
QCOM vs CHTR
-41.9%
+49.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.2% |
| 7D | +3.3% | -1.1% | +4.4% | +3.2% |
| 30D | +7.7% | -0.8% | +8.5% | +7.7% |
| 3M | -30.1% | +17.8% | -47.8% | -27.4% |
| 6M | +22.8% | -34.5% | +57.3% | +19.7% |
| YTD | +0.2% | -27.2% | +27.4% | -4.7% |
| 1Y | +7.9% | -41.4% | +49.3% | +8.4% |
| All | +7.9% | -41.9% | +49.8% | +8.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling