-39.9%
CHTR vs ESTC
+63.7%
-103.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.1% | -6.0% | -7.8% |
| 7D | -15.8% | -3.3% | -12.4% | -15.4% |
| 30D | -12.7% | +13.4% | -26.1% | -14.8% |
| 3M | -1.1% | +41.3% | -42.4% | -7.2% |
| 6M | -39.9% | +62.6% | -102.5% | -44.6% |
| All | -39.9% | +63.7% | -103.6% | -44.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling