-65.5%
CHTR vs ES
+33.1%
-98.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.3% |
| 7D | -0.3% | +1.4% | -1.7% | -0.7% |
| 30D | -4.5% | -1.2% | -3.3% | -4.2% |
| 3M | +10.2% | +5.0% | +5.2% | +8.7% |
| 6M | -37.2% | -2.8% | -34.4% | -36.9% |
| YTD | -30.2% | +8.6% | -38.8% | -32.0% |
| 1Y | -44.8% | +18.9% | -63.7% | -47.7% |
| 3Y | -65.5% | +32.1% | -97.6% | -69.8% |
| All | -65.5% | +33.1% | -98.6% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling