+301.6%
CHTR vs EFX
+544.1%
-242.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | -7.1% | -11.1% | +4.0% | -3.2% |
| 30D | -10.9% | -7.4% | -3.5% | -8.4% |
| 3M | +2.0% | +1.5% | +0.5% | +1.1% |
| 6M | -35.9% | -13.7% | -22.2% | -32.9% |
| YTD | -32.7% | -21.9% | -10.8% | -27.4% |
| 1Y | -46.6% | -30.8% | -15.8% | -40.0% |
| 3Y | -66.7% | -12.4% | -54.4% | -66.9% |
| 5Y | -82.1% | -35.9% | -46.2% | -80.7% |
| 10Y | -46.8% | +41.0% | -87.8% | -59.6% |
| All | +301.6% | +544.1% | -242.5% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling