-45.9%
CHTR vs EL
+26.1%
-72.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | -4.1% | -6.5% | +2.4% | -2.7% |
| 30D | -3.0% | +11.1% | -14.1% | -5.3% |
| 3M | +4.8% | +10.7% | -5.9% | +2.3% |
| 6M | -35.0% | +6.9% | -41.9% | -36.5% |
| YTD | -30.2% | -6.3% | -23.9% | -30.4% |
| 1Y | -44.8% | +13.5% | -58.2% | -47.5% |
| 3Y | -66.6% | -33.1% | -33.5% | -65.3% |
| 5Y | -81.5% | -68.8% | -12.7% | -76.6% |
| All | -45.9% | +26.1% | -72.0% | -55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling