+685.8%
UAL vs CHTR
+295.4%
+390.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.3% | -6.1% | -3.1% |
| 7D | -3.0% | +17.2% | -20.3% | -8.1% |
| 30D | +10.5% | +31.6% | -21.2% | +0.4% |
| 3M | -13.5% | -11.6% | -1.9% | -11.1% |
| 6M | +14.2% | -3.3% | +17.5% | +12.8% |
| YTD | -2.2% | -33.7% | +31.5% | +5.9% |
| 1Y | +12.5% | -32.4% | +44.9% | +20.9% |
| 3Y | +186.8% | -65.9% | +252.8% | +278.0% |
| 5Y | +119.4% | -79.9% | +199.3% | +242.5% |
| 10Y | +81.4% | -49.2% | +130.6% | +96.9% |
| All | +685.8% | +295.4% | +390.4% | +323.3% |
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 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