-44.8%
CHTR vs ESTC
-7.7%
-37.0%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -4.1% | -9.2% | +5.1% | -3.5% |
| 30D | -3.0% | +8.1% | -11.0% | -3.5% |
| 3M | +4.8% | +38.5% | -33.7% | +3.2% |
| 6M | -35.0% | +57.8% | -92.8% | -35.9% |
| YTD | -30.2% | +10.5% | -40.7% | -33.5% |
| 1Y | -44.8% | -6.4% | -38.4% | -48.5% |
| All | -44.8% | -7.7% | -37.0% | -48.5% |
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 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