+6.6%
CHTR vs ESI
+226.4%
-219.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -0.3% | +5.4% | -5.7% | -1.3% |
| 30D | -4.5% | -4.2% | -0.3% | -3.9% |
| 3M | +10.2% | -9.6% | +19.9% | +11.2% |
| 6M | -37.2% | +18.3% | -55.6% | -41.1% |
| YTD | -30.2% | +45.8% | -76.0% | -37.6% |
| 1Y | -44.8% | +39.2% | -83.9% | -50.3% |
| 3Y | -65.5% | +86.3% | -151.8% | -71.2% |
| 5Y | -81.8% | +76.2% | -158.0% | -84.8% |
| 10Y | -45.8% | +306.8% | -352.5% | -62.9% |
| All | +6.6% | +226.4% | -219.8% | -17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling