+2.3%
QCOM vs CHTR
-46.1%
+48.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.7% | -0.3% | +6.1% |
| 7D | -5.3% | +14.1% | -19.4% | -3.5% |
| 30D | -4.2% | +11.6% | -15.8% | -2.6% |
| 3M | +7.0% | -21.4% | +28.5% | +3.6% |
| 6M | +3.8% | -27.3% | +31.1% | +1.5% |
| YTD | +2.8% | -42.4% | +45.2% | -6.2% |
| 1Y | +2.3% | -45.6% | +47.9% | -4.6% |
| All | +2.3% | -46.1% | +48.3% | -4.6% |
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 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