-53.9%
CHTR vs ESTC
+19.1%
-73.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -4.1% | -9.2% | +5.1% | -2.8% |
| 30D | -3.0% | +8.1% | -11.0% | -4.4% |
| 3M | +4.8% | +38.5% | -33.7% | -0.5% |
| 6M | -35.0% | +57.8% | -92.8% | -39.8% |
| YTD | -30.2% | +10.5% | -40.7% | -32.3% |
| 1Y | -44.8% | -6.4% | -38.4% | -45.5% |
| 3Y | -66.6% | +4.7% | -71.2% | -69.1% |
| 5Y | -81.5% | -47.8% | -33.7% | -82.0% |
| All | -53.9% | +19.1% | -73.0% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling