-82.1%
CHTR vs ED
+66.8%
-148.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.7% | +5.2% |
| 7D | -7.1% | -1.9% | -5.3% | -6.5% |
| 30D | -10.9% | +0.1% | -11.0% | -11.0% |
| 3M | +2.0% | 0.0% | +2.0% | +1.9% |
| 6M | -35.9% | -2.5% | -33.4% | -35.4% |
| YTD | -32.7% | +10.1% | -42.8% | -34.8% |
| 1Y | -46.6% | +13.6% | -60.1% | -48.9% |
| 3Y | -66.7% | +32.4% | -99.2% | -70.6% |
| 5Y | -82.1% | +69.9% | -152.0% | -85.8% |
| All | -82.1% | +66.8% | -148.9% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling