-81.6%
CHTR vs ET
+241.8%
-323.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.9% |
| 7D | -4.1% | +0.2% | -4.3% | -4.2% |
| 30D | -3.0% | +2.9% | -5.8% | -3.8% |
| 3M | +4.8% | +16.8% | -12.0% | 0.0% |
| 6M | -35.0% | +18.9% | -53.9% | -38.4% |
| YTD | -30.2% | +37.7% | -67.9% | -36.6% |
| 1Y | -44.8% | +32.4% | -77.2% | -49.3% |
| 3Y | -66.6% | +99.5% | -166.0% | -73.3% |
| All | -81.6% | +241.8% | -323.4% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling