+678.1%
UAL vs CHTR
+316.4%
+361.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -1.5% |
| 7D | +3.4% | -0.3% | +3.8% | +3.4% |
| 30D | -16.5% | -4.5% | -12.0% | -15.4% |
| 3M | +2.8% | +10.2% | -7.5% | -1.7% |
| 6M | +17.6% | -37.2% | +54.8% | +32.2% |
| YTD | -3.2% | -30.2% | +27.0% | +4.2% |
| 1Y | +0.4% | -44.8% | +45.2% | +17.4% |
| 3Y | +128.2% | -65.5% | +193.7% | +202.4% |
| 5Y | +137.7% | -81.8% | +219.5% | +289.2% |
| 10Y | +99.1% | -45.8% | +144.9% | +113.5% |
| All | +678.1% | +316.4% | +361.7% | +316.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling