-45.6%
CHTR vs ET
+24.7%
-70.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -3.5% | +9.1% | +5.8% |
| 7D | +14.1% | -6.0% | +20.1% | +14.6% |
| 30D | +11.6% | -6.1% | +17.7% | +12.4% |
| 3M | -21.4% | -2.7% | -18.8% | -21.3% |
| 6M | -27.3% | +0.2% | -27.5% | -27.8% |
| YTD | -42.4% | +24.3% | -66.7% | -41.3% |
| 1Y | -45.6% | +26.4% | -72.0% | -44.3% |
| All | -45.6% | +24.7% | -70.3% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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