-45.9%
CHTR vs ELV
+280.2%
-326.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -4.1% | +3.2% | -7.3% | -4.8% |
| 30D | -3.0% | +5.4% | -8.3% | -4.2% |
| 3M | +4.8% | +5.4% | -0.6% | +2.9% |
| 6M | -35.0% | +45.7% | -80.7% | -41.7% |
| YTD | -30.2% | +21.2% | -51.4% | -34.5% |
| 1Y | -44.8% | +35.6% | -80.4% | -49.8% |
| 3Y | -66.6% | -2.0% | -64.5% | -67.4% |
| 5Y | -81.5% | +26.0% | -107.5% | -83.6% |
| All | -45.9% | +280.2% | -326.1% | -66.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling