+301.6%
CHTR vs EME
+2,809.9%
-2,508.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.8% | +5.8% | +5.2% |
| 7D | -7.1% | +0.9% | -8.1% | -7.3% |
| 30D | -10.9% | -8.4% | -2.5% | -9.4% |
| 3M | +2.0% | -3.6% | +5.6% | +1.4% |
| 6M | -35.9% | +3.6% | -39.5% | -37.8% |
| YTD | -32.7% | +22.5% | -55.2% | -37.8% |
| 1Y | -46.6% | +18.2% | -64.7% | -50.6% |
| 3Y | -66.7% | +238.4% | -305.1% | -78.4% |
| 5Y | -82.1% | +550.5% | -632.7% | -90.6% |
| 10Y | -46.8% | +1,295.3% | -1,342.1% | -79.6% |
| All | +301.6% | +2,809.9% | -2,508.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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