-82.3%
CHTR vs EXEL
+187.2%
-269.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.5% | +6.5% | +5.3% |
| 7D | -7.1% | -2.9% | -4.3% | -6.7% |
| 30D | -10.9% | +11.9% | -22.7% | -12.7% |
| 3M | +2.0% | +9.2% | -7.2% | 0.0% |
| 6M | -35.9% | +39.1% | -75.0% | -40.4% |
| YTD | -32.7% | +31.0% | -63.7% | -36.8% |
| 1Y | -46.6% | +52.3% | -98.9% | -51.7% |
| 3Y | -66.7% | +159.7% | -226.5% | -73.8% |
| All | -82.3% | +187.2% | -269.4% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling