-45.9%
CHTR vs EXEL
+375.2%
-421.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.3% | +6.0% | +4.0% |
| 7D | -4.1% | -4.9% | +0.8% | -3.4% |
| 30D | -3.0% | +11.4% | -14.4% | -4.5% |
| 3M | +4.8% | +4.9% | -0.1% | +3.8% |
| 6M | -35.0% | +34.4% | -69.4% | -38.2% |
| YTD | -30.2% | +28.0% | -58.2% | -33.2% |
| 1Y | -44.8% | +43.6% | -88.4% | -48.3% |
| 3Y | -66.6% | +155.2% | -221.8% | -71.6% |
| 5Y | -81.5% | +181.2% | -262.6% | -84.7% |
| All | -45.9% | +375.2% | -421.1% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling