-45.9%
CHTR vs EFV
+169.9%
-215.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.1% | +2.6% | +3.0% |
| 7D | -4.1% | -0.8% | -3.3% | -3.5% |
| 30D | -3.0% | +0.6% | -3.6% | -3.3% |
| 3M | +4.8% | +7.5% | -2.8% | -0.1% |
| 6M | -35.0% | +13.0% | -48.1% | -40.3% |
| YTD | -30.2% | +18.3% | -48.5% | -37.8% |
| 1Y | -44.8% | +26.7% | -71.5% | -53.0% |
| 3Y | -66.6% | +89.6% | -156.1% | -78.2% |
| 5Y | -81.5% | +98.2% | -179.7% | -88.4% |
| All | -45.9% | +169.9% | -215.8% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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