-41.4%
CHTR vs ESTC
+7.3%
-48.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.7% |
| 7D | -1.1% | -8.1% | +7.0% | -0.5% |
| 30D | -0.8% | +31.7% | -32.5% | -2.3% |
| 3M | +17.8% | +41.1% | -23.3% | +15.1% |
| 6M | -34.5% | +77.1% | -111.6% | -35.8% |
| YTD | -27.2% | +21.7% | -48.9% | -30.8% |
| 1Y | -41.4% | +8.4% | -49.8% | -45.4% |
| All | -41.4% | +7.3% | -48.7% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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