-66.6%
CHTR vs EXE
+15.6%
-82.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.0% |
| 7D | -4.1% | -3.1% | -0.9% | -3.7% |
| 30D | -3.0% | -0.9% | -2.0% | -2.9% |
| 3M | +4.8% | +9.6% | -4.8% | +3.4% |
| 6M | -35.0% | -11.6% | -23.4% | -34.0% |
| YTD | -30.2% | -12.6% | -17.6% | -29.0% |
| 1Y | -44.8% | +1.2% | -45.9% | -45.8% |
| 3Y | -66.6% | +18.0% | -84.6% | -68.6% |
| All | -66.6% | +15.6% | -82.2% | -68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling