-69.3%
CHTR vs EXPD
+69.2%
-138.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.3% | -9.4% | -8.4% |
| 7D | -15.8% | +1.2% | -16.9% | -16.0% |
| 30D | -12.7% | +5.2% | -17.9% | -13.5% |
| 3M | -1.1% | +13.2% | -14.3% | -3.6% |
| 6M | -39.9% | +30.3% | -70.2% | -43.0% |
| YTD | -35.9% | +27.0% | -62.9% | -39.2% |
| 1Y | -49.2% | +57.3% | -106.5% | -54.4% |
| All | -69.3% | +69.2% | -138.5% | -74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling