-47.3%
CHTR vs ELF
+334.6%
-382.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -3.6% |
| 7D | -0.3% | -1.2% | +0.9% | -0.2% |
| 30D | -4.5% | +5.9% | -10.4% | -5.0% |
| 3M | +10.2% | +99.5% | -89.3% | +2.9% |
| 6M | -37.2% | +26.5% | -63.8% | -39.1% |
| YTD | -30.2% | +37.2% | -67.4% | -33.0% |
| 1Y | -44.8% | -24.4% | -20.4% | -44.5% |
| 3Y | -65.5% | -23.3% | -42.2% | -67.0% |
| 5Y | -81.8% | +245.2% | -326.9% | -86.0% |
| All | -47.3% | +334.6% | -382.0% | -64.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling