-81.6%
CHTR vs ETR
+122.3%
-203.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -4.1% | -1.8% | -2.3% | -3.6% |
| 30D | -3.0% | -1.8% | -1.2% | -2.5% |
| 3M | +4.8% | -3.6% | +8.3% | +5.6% |
| 6M | -35.0% | +2.6% | -37.6% | -36.0% |
| YTD | -30.2% | +16.0% | -46.2% | -34.1% |
| 1Y | -44.8% | +20.1% | -64.9% | -48.5% |
| 3Y | -66.6% | +143.6% | -210.1% | -77.3% |
| All | -81.6% | +122.3% | -203.9% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling