-75.2%
CHTR vs EOSE
-60.6%
-14.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.7% |
| 7D | -4.1% | +1.8% | -5.9% | -4.2% |
| 30D | -3.0% | -6.8% | +3.9% | -2.9% |
| 3M | +4.8% | -36.3% | +41.1% | +5.6% |
| 6M | -35.0% | -38.8% | +3.7% | -34.8% |
| YTD | -30.2% | -65.5% | +35.4% | -29.2% |
| 1Y | -44.8% | -45.3% | +0.5% | -45.2% |
| 3Y | -66.6% | +44.2% | -110.7% | -69.2% |
| 5Y | -81.5% | -69.5% | -12.0% | -83.3% |
| All | -75.2% | -60.6% | -14.6% | -77.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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