-45.6%
CHTR vs ESI
+27.8%
-73.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -4.6% | +10.3% | +4.9% |
| 7D | +14.1% | -6.6% | +20.7% | +12.9% |
| 30D | +11.6% | -10.9% | +22.5% | +9.8% |
| 3M | -21.4% | -13.8% | -7.6% | -22.7% |
| 6M | -27.3% | -21.5% | -5.7% | -29.2% |
| YTD | -42.4% | +34.7% | -77.1% | -50.3% |
| 1Y | -45.6% | +24.9% | -70.5% | -51.6% |
| All | -45.6% | +27.8% | -73.4% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling