-81.8%
CHTR vs EXPD
+60.9%
-142.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.7% |
| 7D | -0.3% | -0.9% | +0.6% | -0.1% |
| 30D | -4.5% | +4.1% | -8.5% | -5.7% |
| 3M | +10.2% | +13.8% | -3.5% | +6.0% |
| 6M | -37.2% | +27.3% | -64.5% | -41.8% |
| YTD | -30.2% | +25.4% | -55.6% | -35.4% |
| 1Y | -44.8% | +54.4% | -99.1% | -52.5% |
| 3Y | -65.5% | +67.9% | -133.4% | -71.9% |
| 5Y | -81.8% | +59.2% | -140.9% | -86.2% |
| All | -81.8% | +60.9% | -142.7% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling