-0.9%
UAL vs CHTR
-46.6%
+45.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.0% | -5.6% | -1.3% |
| 7D | -2.0% | -7.1% | +5.2% | -1.0% |
| 30D | -15.7% | -10.9% | -4.8% | -14.4% |
| 3M | +3.6% | +2.0% | +1.6% | +3.1% |
| 6M | +16.9% | -35.9% | +52.8% | +18.5% |
| YTD | -4.8% | -32.7% | +27.9% | -4.1% |
| 1Y | -0.9% | -46.6% | +45.6% | +5.1% |
| All | -0.9% | -46.6% | +45.6% | +5.1% |
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