-69.3%
CHTR vs ECL
+54.1%
-123.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.1% | -6.0% | -7.1% |
| 7D | -15.8% | -2.7% | -13.0% | -14.5% |
| 30D | -12.7% | -4.3% | -8.4% | -10.6% |
| 3M | -1.1% | +3.2% | -4.3% | -2.4% |
| 6M | -39.9% | -2.9% | -37.0% | -39.0% |
| YTD | -35.9% | +4.3% | -40.1% | -36.8% |
| 1Y | -49.2% | +1.6% | -50.8% | -49.5% |
| All | -69.3% | +54.1% | -123.3% | -76.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling