-50.0%
CHTR vs EXPD
+337.7%
-387.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +0.8% |
| 7D | +13.4% | -1.6% | +14.9% | +13.8% |
| 30D | +33.0% | +0.6% | +32.4% | +32.5% |
| 3M | -13.6% | +9.8% | -23.4% | -16.5% |
| 6M | -7.8% | +25.8% | -33.5% | -15.0% |
| YTD | -34.7% | +31.3% | -66.0% | -41.3% |
| 1Y | -34.8% | +40.9% | -75.8% | -43.0% |
| 3Y | -66.7% | +74.7% | -141.5% | -73.7% |
| 5Y | -80.4% | +62.9% | -143.2% | -84.4% |
| 10Y | -50.0% | +334.3% | -384.3% | -71.7% |
| All | -50.0% | +337.7% | -387.7% | -71.7% |
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