-41.4%
CHTR vs ELF
-17.5%
-23.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.1% |
| 7D | -1.1% | +5.4% | -6.4% | -1.7% |
| 30D | -0.8% | +27.0% | -27.7% | -4.0% |
| 3M | +17.8% | +113.2% | -95.4% | +7.3% |
| 6M | -34.5% | +36.6% | -71.1% | -38.0% |
| YTD | -27.2% | +44.2% | -71.4% | -31.6% |
| 1Y | -41.4% | -18.0% | -23.4% | -41.9% |
| All | -41.4% | -17.5% | -23.9% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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