+316.4%
CHTR vs ECL
+643.7%
-327.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -0.3% | -0.8% | +0.5% | +0.1% |
| 30D | -4.5% | -2.5% | -2.0% | -3.3% |
| 3M | +10.2% | +8.3% | +1.9% | +6.3% |
| 6M | -37.2% | -1.1% | -36.2% | -36.9% |
| YTD | -30.2% | +6.5% | -36.7% | -32.2% |
| 1Y | -44.8% | +2.1% | -46.8% | -45.5% |
| 3Y | -65.5% | +57.6% | -123.1% | -72.3% |
| 5Y | -81.8% | +28.1% | -109.8% | -84.3% |
| 10Y | -45.8% | +153.2% | -199.0% | -68.1% |
| All | +316.4% | +643.7% | -327.3% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling