-49.3%
CHTR vs EXPD
+316.4%
-365.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.3% | -9.4% | -8.5% |
| 7D | -15.8% | +1.2% | -16.9% | -16.1% |
| 30D | -12.7% | +5.2% | -17.9% | -14.2% |
| 3M | -1.1% | +13.2% | -14.3% | -5.3% |
| 6M | -39.9% | +30.3% | -70.2% | -45.4% |
| YTD | -35.9% | +27.0% | -62.9% | -41.6% |
| 1Y | -49.2% | +57.3% | -106.5% | -57.3% |
| 3Y | -68.3% | +70.0% | -138.3% | -74.7% |
| 5Y | -83.0% | +61.6% | -144.6% | -86.4% |
| 10Y | -49.3% | +321.1% | -370.4% | -71.2% |
| All | -49.3% | +316.4% | -365.7% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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