-81.6%
CHTR vs ESTC
-47.6%
-34.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -4.1% | -9.2% | +5.1% | -3.0% |
| 30D | -3.0% | +8.1% | -11.0% | -4.2% |
| 3M | +4.8% | +38.5% | -33.7% | +0.4% |
| 6M | -35.0% | +57.8% | -92.8% | -38.9% |
| YTD | -30.2% | +10.5% | -40.7% | -31.9% |
| 1Y | -44.8% | -6.4% | -38.4% | -45.3% |
| 3Y | -66.6% | +4.7% | -71.2% | -68.7% |
| All | -81.6% | -47.6% | -34.1% | -83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling