+316.4%
CHTR vs ED
+355.2%
-38.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.4% |
| 7D | -0.3% | +0.5% | -0.8% | -0.5% |
| 30D | -4.5% | +1.1% | -5.6% | -4.9% |
| 3M | +10.2% | +4.6% | +5.6% | +8.7% |
| 6M | -37.2% | -2.0% | -35.3% | -36.8% |
| YTD | -30.2% | +11.7% | -41.9% | -32.5% |
| 1Y | -44.8% | +15.7% | -60.5% | -47.3% |
| 3Y | -65.5% | +34.4% | -99.9% | -68.9% |
| 5Y | -81.8% | +67.3% | -149.1% | -84.7% |
| 10Y | -45.8% | +104.0% | -149.8% | -58.8% |
| All | +316.4% | +355.2% | -38.8% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling