+272.2%
QCOM vs CHTR
-46.7%
+318.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.0% | -4.7% | -0.8% |
| 7D | +4.9% | -7.1% | +12.1% | +6.5% |
| 30D | +9.3% | -10.9% | +20.2% | +11.7% |
| 3M | -7.0% | +2.0% | -9.0% | -8.5% |
| 6M | +32.0% | -35.9% | +67.9% | +41.3% |
| YTD | +5.0% | -32.7% | +37.7% | +10.2% |
| 1Y | +13.6% | -46.6% | +60.2% | +27.7% |
| 3Y | +77.6% | -66.7% | +144.3% | +122.7% |
| 5Y | +38.2% | -82.1% | +120.4% | +112.7% |
| All | +272.2% | -46.7% | +318.9% | +341.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling