+316.4%
CHTR vs EIX
+217.8%
+98.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.5% | -8.6% | -5.4% |
| 7D | -0.3% | +0.9% | -1.2% | -0.9% |
| 30D | -4.5% | -13.5% | +9.1% | -2.1% |
| 3M | +10.2% | -15.3% | +25.5% | +13.3% |
| 6M | -37.2% | -15.3% | -21.9% | -35.5% |
| YTD | -30.2% | +2.7% | -32.9% | -32.6% |
| 1Y | -44.8% | +17.4% | -62.2% | -48.9% |
| 3Y | -65.5% | -1.3% | -64.2% | -66.9% |
| 5Y | -81.8% | +27.2% | -109.0% | -84.0% |
| 10Y | -45.8% | +22.7% | -68.5% | -54.8% |
| All | +316.4% | +217.8% | +98.6% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling