-66.6%
CHTR vs ETR
+143.8%
-210.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -4.1% | -1.8% | -2.3% | -3.7% |
| 30D | -3.0% | -1.8% | -1.2% | -2.6% |
| 3M | +4.8% | -3.6% | +8.3% | +5.4% |
| 6M | -35.0% | +2.6% | -37.6% | -35.8% |
| YTD | -30.2% | +16.0% | -46.2% | -33.4% |
| 1Y | -44.8% | +20.1% | -64.9% | -47.9% |
| 3Y | -66.6% | +143.6% | -210.1% | -79.3% |
| All | -66.6% | +143.8% | -210.4% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling