-45.9%
CHTR vs ED
+108.5%
-154.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | -4.1% | -0.8% | -3.3% | -3.9% |
| 30D | -3.0% | -0.4% | -2.5% | -2.9% |
| 3M | +4.8% | +0.5% | +4.3% | +4.6% |
| 6M | -35.0% | -3.1% | -31.9% | -34.4% |
| YTD | -30.2% | +9.8% | -40.0% | -32.0% |
| 1Y | -44.8% | +12.6% | -57.3% | -46.7% |
| 3Y | -66.6% | +31.4% | -98.0% | -69.4% |
| 5Y | -81.5% | +69.4% | -150.9% | -84.2% |
| All | -45.9% | +108.5% | -154.4% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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