-81.6%
CHTR vs ESI
+67.8%
-149.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -4.1% | -4.6% | +0.5% | -3.2% |
| 30D | -3.0% | -10.5% | +7.5% | -1.0% |
| 3M | +4.8% | -19.8% | +24.6% | +8.4% |
| 6M | -35.0% | +5.8% | -40.8% | -39.3% |
| YTD | -30.2% | +38.3% | -68.5% | -40.9% |
| 1Y | -44.8% | +31.5% | -76.3% | -52.7% |
| 3Y | -66.6% | +80.7% | -147.2% | -75.4% |
| All | -81.6% | +67.8% | -149.4% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling