-45.6%
CHTR vs ESTC
+1.6%
-47.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.6% | +5.7% |
| 7D | +14.1% | -15.9% | +30.0% | +15.0% |
| 30D | +11.6% | -5.5% | +17.1% | +11.5% |
| 3M | -21.4% | +26.2% | -47.6% | -23.2% |
| 6M | -27.3% | +77.0% | -104.3% | -29.6% |
| YTD | -42.4% | +18.9% | -61.3% | -45.7% |
| 1Y | -45.6% | +1.3% | -46.9% | -50.2% |
| All | -45.6% | +1.6% | -47.1% | -50.2% |
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