-35.9%
CHTR vs ESI
+6.3%
-42.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.5% | +9.5% | +3.7% |
| 7D | -7.1% | -2.3% | -4.8% | -7.7% |
| 30D | -10.9% | -9.0% | -1.8% | -13.1% |
| 3M | +2.0% | -13.3% | +15.3% | -1.1% |
| 6M | -35.9% | +5.3% | -41.2% | -37.7% |
| All | -35.9% | +6.3% | -42.2% | -37.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling