+282.3%
VZ vs CHTR
+334.3%
-52.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.1% | -1.1% | +1.1% | +0.1% |
| 30D | +7.9% | -0.8% | +8.7% | +7.8% |
| 3M | +13.6% | +17.8% | -4.1% | +9.9% |
| 6M | +1.1% | -34.5% | +35.6% | +6.8% |
| YTD | +29.3% | -27.2% | +56.5% | +33.9% |
| 1Y | +21.2% | -41.4% | +62.7% | +30.0% |
| 3Y | +75.9% | -64.0% | +139.9% | +100.0% |
| 5Y | +24.1% | -81.3% | +105.4% | +55.6% |
| 10Y | +62.4% | -44.1% | +106.5% | +64.8% |
| All | +282.3% | +334.3% | -52.0% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling