+70.4%
QCOM vs CHTR
-68.4%
+138.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.1% | +9.5% | +1.6% |
| 7D | +4.4% | -15.8% | +20.1% | +5.0% |
| 30D | +9.4% | -12.7% | +22.0% | +9.8% |
| 3M | -13.7% | -1.1% | -12.6% | -13.7% |
| 6M | +28.9% | -39.9% | +68.8% | +32.2% |
| YTD | +4.7% | -35.9% | +40.6% | +5.9% |
| 1Y | +13.5% | -49.2% | +62.7% | +19.2% |
| All | +70.4% | -68.4% | +138.9% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling