-16.3%
UNH vs CHTR
-65.7%
+49.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.7% | -6.1% | -2.7% |
| 7D | -4.5% | -4.1% | -0.5% | -4.2% |
| 30D | -6.5% | -3.0% | -3.6% | -6.4% |
| 3M | -6.0% | +4.8% | -10.8% | -6.8% |
| 6M | +33.7% | -35.0% | +68.7% | +38.1% |
| YTD | +16.4% | -30.2% | +46.6% | +18.8% |
| 1Y | +10.1% | -44.8% | +54.8% | +14.8% |
| 3Y | -16.3% | -66.6% | +50.2% | -11.5% |
| All | -16.3% | -65.7% | +49.3% | -11.5% |
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