+27.0%
VZ vs CHTR
-81.8%
+108.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +1.2% |
| 7D | +0.2% | -0.3% | +0.5% | +0.1% |
| 30D | +7.1% | -4.5% | +11.6% | +7.6% |
| 3M | +12.8% | +10.2% | +2.6% | +10.5% |
| 6M | +1.8% | -37.2% | +39.0% | +7.9% |
| YTD | +30.0% | -30.2% | +60.2% | +35.0% |
| 1Y | +24.3% | -44.8% | +69.1% | +33.6% |
| 3Y | +84.3% | -65.5% | +149.8% | +110.4% |
| All | +27.0% | -81.8% | +108.8% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling