+57.7%
VZ vs CHTR
-67.0%
+124.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.6% | -10.1% | -0.9% |
| 7D | +2.4% | +17.8% | -15.4% | -0.1% |
| 30D | +11.2% | +29.7% | -18.5% | +7.1% |
| 3M | 0.0% | -12.5% | +12.5% | +0.9% |
| 6M | +1.3% | -13.4% | +14.7% | +2.0% |
| YTD | +21.3% | -35.8% | +57.0% | +25.1% |
| 1Y | +23.9% | -36.3% | +60.2% | +27.9% |
| 3Y | +57.7% | -67.3% | +125.0% | +70.1% |
| All | +57.7% | -67.0% | +124.7% | +70.1% |
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