+334.3%
CHTR vs ES
+386.3%
-52.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -0.8% | -2.0% | +1.2% | -0.1% |
| 3M | +17.8% | +1.7% | +16.1% | +16.9% |
| 6M | -34.5% | -3.5% | -30.9% | -33.8% |
| YTD | -27.2% | +7.9% | -35.1% | -29.7% |
| 1Y | -41.4% | +17.2% | -58.6% | -45.5% |
| 3Y | -64.0% | +29.3% | -93.3% | -68.5% |
| 5Y | -81.3% | -5.7% | -75.5% | -81.5% |
| 10Y | -44.1% | +85.2% | -129.3% | -59.9% |
| All | +334.3% | +386.3% | -52.1% | +97.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling