-78.1%
CHTR vs EXE
+187.5%
-265.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.6% | -6.5% | -7.9% |
| 7D | -15.8% | -2.7% | -13.1% | -15.5% |
| 30D | -12.7% | -0.4% | -12.3% | -12.6% |
| 3M | -1.1% | +9.5% | -10.6% | -2.3% |
| 6M | -39.9% | -9.3% | -30.6% | -39.3% |
| YTD | -35.9% | -10.9% | -25.0% | -35.2% |
| 1Y | -49.2% | +4.3% | -53.5% | -49.9% |
| 3Y | -68.3% | +18.8% | -87.1% | -69.5% |
| 5Y | -83.0% | +101.4% | -184.4% | -84.1% |
| All | -78.1% | +187.5% | -265.6% | -78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling