-66.6%
CHTR vs ELF
-29.5%
-37.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.2% | +2.5% | +3.6% |
| 7D | -4.1% | -11.6% | +7.5% | -3.3% |
| 30D | -3.0% | +4.6% | -7.6% | -3.2% |
| 3M | +4.8% | +59.7% | -54.9% | +1.9% |
| 6M | -35.0% | +21.2% | -56.2% | -36.1% |
| YTD | -30.2% | +27.4% | -57.6% | -31.6% |
| 1Y | -44.8% | -29.8% | -15.0% | -44.9% |
| 3Y | -66.6% | -28.5% | -38.1% | -67.7% |
| All | -66.6% | -29.5% | -37.1% | -67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling