-67.7%
CHTR vs EIX
-5.9%
-61.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.2% | +6.2% | +5.2% |
| 7D | -7.1% | +0.8% | -7.9% | -7.3% |
| 30D | -10.9% | -18.8% | +7.9% | -7.6% |
| 3M | +2.0% | -19.7% | +21.7% | +5.7% |
| 6M | -35.9% | -18.2% | -17.7% | -34.1% |
| YTD | -32.7% | -1.7% | -30.9% | -35.0% |
| 1Y | -46.6% | +7.8% | -54.3% | -50.0% |
| All | -67.7% | -5.9% | -61.9% | -70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling