-83.0%
CHTR vs ES
-4.5%
-78.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.5% | -6.7% | -7.6% |
| 7D | -15.8% | 0.0% | -15.8% | -15.8% |
| 30D | -12.7% | -1.0% | -11.6% | -12.4% |
| 3M | -1.1% | +1.5% | -2.6% | -1.7% |
| 6M | -39.9% | -3.5% | -36.4% | -39.3% |
| YTD | -35.9% | +7.0% | -42.8% | -37.7% |
| 1Y | -49.2% | +15.3% | -64.5% | -52.2% |
| 3Y | -68.3% | +30.2% | -98.5% | -72.2% |
| 5Y | -83.0% | -4.3% | -78.7% | -83.0% |
| All | -83.0% | -4.5% | -78.4% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling