-41.4%
CHTR vs ELV
+34.8%
-76.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.6% |
| 7D | -1.1% | +3.3% | -4.4% | -1.4% |
| 30D | -0.8% | +4.2% | -4.9% | -1.3% |
| 3M | +17.8% | -0.1% | +17.8% | +17.5% |
| 6M | -34.5% | +41.3% | -75.7% | -40.3% |
| YTD | -27.2% | +17.4% | -44.6% | -30.3% |
| 1Y | -41.4% | +35.1% | -76.5% | -43.3% |
| All | -41.4% | +34.8% | -76.3% | -43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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