+64.9%
VZ vs CHTR
-44.7%
+109.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.7% |
| 7D | +0.9% | -4.1% | +5.0% | +1.5% |
| 30D | +7.7% | -3.0% | +10.7% | +8.0% |
| 3M | +9.7% | +4.8% | +4.9% | +8.1% |
| 6M | +3.1% | -35.0% | +38.1% | +8.9% |
| YTD | +30.5% | -30.2% | +60.7% | +35.8% |
| 1Y | +22.5% | -44.8% | +67.3% | +32.3% |
| 3Y | +82.4% | -66.6% | +148.9% | +110.1% |
| 5Y | +28.0% | -81.5% | +109.5% | +61.1% |
| All | +64.9% | -44.7% | +109.6% | +73.2% |
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