+84.3%
VZ vs CHTR
-65.0%
+149.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +1.1% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | +7.1% | -4.5% | +11.6% | +7.5% |
| 3M | +12.8% | +10.2% | +2.6% | +10.9% |
| 6M | +1.8% | -37.2% | +39.0% | +6.6% |
| YTD | +30.0% | -30.2% | +60.2% | +33.8% |
| 1Y | +24.3% | -44.8% | +69.1% | +31.0% |
| 3Y | +84.3% | -65.5% | +149.8% | +103.8% |
| All | +84.3% | -65.0% | +149.3% | +103.8% |
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