-41.4%
CHTR vs EXE
+3.1%
-44.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -0.8% | +8.5% | -9.2% | -0.5% |
| 3M | +17.8% | +5.5% | +12.3% | +17.9% |
| 6M | -34.5% | -5.9% | -28.6% | -34.7% |
| YTD | -27.2% | -9.7% | -17.5% | -27.1% |
| 1Y | -41.4% | +3.6% | -45.0% | -42.0% |
| All | -41.4% | +3.1% | -44.5% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling