-41.4%
CHTR vs EFX
-25.2%
-16.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.4% | +6.8% | +2.9% |
| 7D | -1.1% | -8.6% | +7.6% | +2.3% |
| 30D | -0.8% | +0.1% | -0.9% | -1.1% |
| 3M | +17.8% | +3.8% | +13.9% | +15.5% |
| 6M | -34.5% | -13.5% | -21.0% | -31.8% |
| YTD | -27.2% | -17.7% | -9.5% | -23.1% |
| 1Y | -41.4% | -25.6% | -15.9% | -37.0% |
| All | -41.4% | -25.2% | -16.2% | -37.0% |
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