+72.4%
UBER vs CHTR
-60.9%
+133.3%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -2.4% |
| 7D | -5.4% | -4.1% | -1.3% | -4.3% |
| 30D | -4.9% | -3.0% | -1.9% | -4.4% |
| 3M | +3.0% | +4.8% | -1.7% | +0.6% |
| 6M | -4.4% | -35.0% | +30.6% | +5.6% |
| YTD | -12.3% | -30.2% | +17.9% | -6.2% |
| 1Y | -24.3% | -44.8% | +20.5% | -12.4% |
| 3Y | +46.4% | -66.6% | +113.0% | +96.4% |
| 5Y | +79.7% | -81.5% | +161.1% | +253.1% |
| All | +72.4% | -60.9% | +133.3% | +55.4% |
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