+316.4%
CHTR vs EL
+415.7%
-99.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.6% |
| 7D | -0.3% | +1.7% | -2.0% | -0.7% |
| 30D | -4.5% | +15.5% | -20.0% | -8.0% |
| 3M | +10.2% | +20.6% | -10.3% | +5.0% |
| 6M | -37.2% | +10.5% | -47.7% | -39.5% |
| YTD | -30.2% | -1.9% | -28.3% | -31.3% |
| 1Y | -44.8% | +16.1% | -60.8% | -48.2% |
| 3Y | -65.5% | -30.2% | -35.3% | -64.8% |
| 5Y | -81.8% | -67.4% | -14.4% | -77.1% |
| 10Y | -45.8% | +31.2% | -77.0% | -59.0% |
| All | +316.4% | +415.7% | -99.3% | +139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling