-81.6%
CHTR vs EIX
+20.9%
-102.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.3% | +5.0% | +4.0% |
| 7D | -4.1% | -1.4% | -2.7% | -3.8% |
| 30D | -3.0% | -19.3% | +16.3% | +1.3% |
| 3M | +4.8% | -21.7% | +26.4% | +10.0% |
| 6M | -35.0% | -19.8% | -15.2% | -32.4% |
| YTD | -30.2% | -3.0% | -27.1% | -32.2% |
| 1Y | -44.8% | +5.1% | -49.9% | -48.0% |
| 3Y | -66.6% | -7.0% | -59.6% | -68.0% |
| All | -81.6% | +20.9% | -102.6% | -84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling