-67.7%
CHTR vs ESI
+73.2%
-140.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.5% | +9.5% | +5.4% |
| 7D | -7.1% | -2.3% | -4.8% | -7.0% |
| 30D | -10.9% | -9.0% | -1.8% | -10.1% |
| 3M | +2.0% | -13.3% | +15.3% | +2.5% |
| 6M | -35.9% | +5.3% | -41.2% | -39.8% |
| YTD | -32.7% | +37.6% | -70.3% | -42.1% |
| 1Y | -46.6% | +33.6% | -80.2% | -53.8% |
| All | -67.7% | +73.2% | -140.9% | -76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling