+316.5%
CHTR vs ET
+814.8%
-498.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | -4.1% | +0.2% | -4.3% | -4.1% |
| 30D | -3.0% | +2.9% | -5.8% | -3.4% |
| 3M | +4.8% | +16.8% | -12.0% | +2.3% |
| 6M | -35.0% | +18.9% | -53.9% | -36.8% |
| YTD | -30.2% | +37.7% | -67.9% | -33.5% |
| 1Y | -44.8% | +32.4% | -77.2% | -47.2% |
| 3Y | -66.6% | +99.5% | -166.0% | -70.0% |
| 5Y | -81.5% | +244.0% | -325.4% | -84.7% |
| 10Y | -44.8% | +172.1% | -216.9% | -55.1% |
| All | +316.5% | +814.8% | -498.3% | +127.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling