-82.1%
CHTR vs ECL
+26.5%
-108.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.2% | +5.2% | +5.1% |
| 7D | -7.1% | -2.6% | -4.5% | -5.8% |
| 30D | -10.9% | -4.6% | -6.3% | -8.5% |
| 3M | +2.0% | +6.0% | -4.0% | -0.8% |
| 6M | -35.9% | -3.0% | -33.0% | -34.9% |
| YTD | -32.7% | +4.0% | -36.7% | -33.9% |
| 1Y | -46.6% | +2.0% | -48.6% | -47.2% |
| 3Y | -66.7% | +53.9% | -120.6% | -73.7% |
| 5Y | -82.1% | +27.1% | -109.3% | -86.1% |
| All | -82.1% | +26.5% | -108.7% | -86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling