-82.3%
CHTR vs EAT
+317.4%
-399.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.0% |
| 7D | -7.1% | -6.2% | -0.9% | -6.2% |
| 30D | -10.9% | -3.0% | -7.8% | -10.7% |
| 3M | +2.0% | +45.6% | -43.6% | -4.6% |
| 6M | -35.9% | +53.5% | -89.5% | -40.9% |
| YTD | -32.7% | +49.6% | -82.3% | -37.9% |
| 1Y | -46.6% | +38.9% | -85.5% | -50.3% |
| 3Y | -66.7% | +589.7% | -656.4% | -78.3% |
| All | -82.3% | +317.4% | -399.6% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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