-41.4%
CHTR vs EL
+14.8%
-56.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.0% | -2.6% | 0.0% |
| 7D | -1.1% | +0.8% | -1.9% | -1.2% |
| 30D | -0.8% | +19.8% | -20.6% | -3.2% |
| 3M | +17.8% | +25.7% | -7.9% | +14.5% |
| 6M | -34.5% | +5.4% | -39.9% | -34.5% |
| YTD | -27.2% | +0.2% | -27.4% | -27.5% |
| 1Y | -41.4% | +20.4% | -61.9% | -42.0% |
| All | -41.4% | +14.8% | -56.2% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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