-82.1%
CHTR vs EMB
+6.1%
-88.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.8% |
| 7D | -7.1% | -1.1% | -6.0% | -6.1% |
| 30D | -10.9% | -1.1% | -9.8% | -9.8% |
| 3M | +2.0% | -0.8% | +2.8% | +2.9% |
| 6M | -35.9% | -0.1% | -35.9% | -35.9% |
| YTD | -32.7% | +0.4% | -33.1% | -33.0% |
| 1Y | -46.6% | +3.3% | -49.8% | -48.2% |
| 3Y | -66.7% | +29.0% | -95.8% | -74.1% |
| 5Y | -82.1% | +6.3% | -88.5% | -84.5% |
| All | -82.1% | +6.1% | -88.2% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling