+289.5%
CHTR vs ES
+388.5%
-99.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.2% |
| 7D | +13.4% | +0.1% | +13.2% | +13.4% |
| 30D | +33.0% | +6.7% | +26.3% | +29.9% |
| 3M | -13.6% | +0.3% | -13.9% | -13.7% |
| 6M | -7.8% | +7.4% | -15.2% | -10.3% |
| YTD | -34.7% | +8.4% | -43.1% | -37.0% |
| 1Y | -34.8% | +0.6% | -35.5% | -35.6% |
| 3Y | -66.7% | +50.6% | -117.4% | -72.5% |
| 5Y | -80.4% | +4.8% | -85.2% | -81.4% |
| 10Y | -50.0% | +93.1% | -143.1% | -64.7% |
| All | +289.5% | +388.5% | -99.1% | +77.3% |
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