-44.8%
CHTR vs ECL
+3.7%
-48.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.7% | +2.0% | +2.7% |
| 7D | -4.1% | -1.1% | -3.0% | -3.4% |
| 30D | -3.0% | -0.8% | -2.2% | -2.3% |
| 3M | +4.8% | +5.0% | -0.3% | +2.5% |
| 6M | -35.0% | +0.2% | -35.3% | -35.0% |
| YTD | -30.2% | +5.8% | -35.9% | -30.9% |
| 1Y | -44.8% | +1.5% | -46.3% | -44.9% |
| All | -44.8% | +3.7% | -48.4% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling