-53.9%
CHTR vs ESTC
+26.3%
-80.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.7% | -0.4% | -3.6% |
| 7D | -0.3% | -4.3% | +4.0% | +0.2% |
| 30D | -4.5% | +17.7% | -22.2% | -7.0% |
| 3M | +10.2% | +42.3% | -32.0% | +4.3% |
| 6M | -37.2% | +64.6% | -101.8% | -42.2% |
| YTD | -30.2% | +17.2% | -47.4% | -32.9% |
| 1Y | -44.8% | -4.2% | -40.6% | -45.6% |
| 3Y | -65.5% | +13.5% | -79.0% | -68.5% |
| 5Y | -81.8% | -45.5% | -36.2% | -82.3% |
| All | -53.9% | +26.3% | -80.2% | -66.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling