+242.6%
QCOM vs CHTR
-49.2%
+291.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.3% | -7.0% | -3.5% |
| 7D | +4.3% | +17.2% | -12.9% | +0.7% |
| 30D | -0.1% | +31.6% | -31.7% | -6.4% |
| 3M | +5.2% | -11.6% | +16.8% | +7.0% |
| 6M | -18.4% | -3.3% | -15.1% | -19.7% |
| YTD | +2.4% | -33.7% | +36.1% | +7.1% |
| 1Y | +0.9% | -32.4% | +33.3% | +4.8% |
| 3Y | +48.4% | -65.9% | +114.3% | +83.8% |
| 5Y | +16.6% | -79.9% | +96.5% | +71.1% |
| All | +242.6% | -49.2% | +291.8% | +295.5% |
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