-45.9%
CHTR vs ECL
+160.1%
-206.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.9% |
| 7D | -4.1% | -1.1% | -3.0% | -3.5% |
| 30D | -3.0% | -0.8% | -2.2% | -2.5% |
| 3M | +4.8% | +5.0% | -0.3% | +2.6% |
| 6M | -35.0% | +0.2% | -35.3% | -35.0% |
| YTD | -30.2% | +5.8% | -35.9% | -31.8% |
| 1Y | -44.8% | +1.5% | -46.3% | -45.2% |
| 3Y | -66.6% | +55.0% | -121.5% | -72.7% |
| 5Y | -81.5% | +29.3% | -110.8% | -84.1% |
| All | -45.9% | +160.1% | -206.0% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling