+282.5%
CHTR vs ETR
+420.7%
-138.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.3% | -6.9% | -7.7% |
| 7D | -15.8% | +0.4% | -16.2% | -15.9% |
| 30D | -12.7% | +2.0% | -14.7% | -13.3% |
| 3M | -1.1% | -1.7% | +0.6% | -0.8% |
| 6M | -39.9% | +3.6% | -43.5% | -41.0% |
| YTD | -35.9% | +18.0% | -53.9% | -39.9% |
| 1Y | -49.2% | +26.2% | -75.4% | -53.5% |
| 3Y | -68.3% | +148.0% | -216.3% | -77.7% |
| 5Y | -83.0% | +126.1% | -209.0% | -87.7% |
| 10Y | -49.3% | +302.3% | -351.6% | -70.9% |
| All | +282.5% | +420.7% | -138.2% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling