-45.6%
CHTR vs EFX
-7.5%
-38.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.4% | +3.3% | +4.7% |
| 7D | +14.1% | +9.2% | +4.9% | +10.1% |
| 30D | +11.6% | +34.8% | -23.2% | -1.3% |
| 3M | -21.4% | +8.8% | -30.3% | -24.4% |
| 6M | -27.3% | +12.3% | -39.6% | -30.9% |
| YTD | -42.4% | -10.6% | -31.8% | -40.7% |
| 1Y | -45.6% | -6.7% | -38.8% | -45.7% |
| All | -45.6% | -7.5% | -38.0% | -45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling