-67.7%
CHTR vs EL
-34.4%
-33.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.3% | +7.3% | +5.3% |
| 7D | -7.1% | -4.4% | -2.8% | -6.6% |
| 30D | -10.9% | +10.3% | -21.1% | -12.0% |
| 3M | +2.0% | +13.4% | -11.3% | +0.4% |
| 6M | -35.9% | +3.1% | -39.0% | -36.3% |
| YTD | -32.7% | -6.9% | -25.7% | -32.5% |
| 1Y | -46.6% | +11.9% | -58.5% | -47.7% |
| All | -67.7% | -34.4% | -33.3% | -65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling