+316.4%
CHTR vs EMB
+103.5%
+212.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -0.3% | +0.3% | -0.6% | -0.6% |
| 30D | -4.5% | -0.5% | -4.0% | -4.0% |
| 3M | +10.2% | +0.3% | +9.9% | +10.0% |
| 6M | -37.2% | +1.2% | -38.4% | -37.9% |
| YTD | -30.2% | +1.5% | -31.7% | -31.1% |
| 1Y | -44.8% | +4.8% | -49.6% | -47.1% |
| 3Y | -65.5% | +30.4% | -95.9% | -72.9% |
| 5Y | -81.8% | +7.3% | -89.0% | -83.0% |
| 10Y | -45.8% | +29.7% | -75.5% | -56.4% |
| All | +316.4% | +103.5% | +212.9% | +162.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling