+334.3%
CHTR vs EXPD
+565.4%
-231.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -1.1% | -1.1% | +0.1% | -0.7% |
| 30D | -0.8% | +4.1% | -4.8% | -2.2% |
| 3M | +17.8% | +17.9% | -0.1% | +11.2% |
| 6M | -34.5% | +29.2% | -63.7% | -40.3% |
| YTD | -27.2% | +27.4% | -54.5% | -33.8% |
| 1Y | -41.4% | +56.8% | -98.3% | -50.7% |
| 3Y | -64.0% | +68.0% | -132.1% | -71.0% |
| 5Y | -81.3% | +61.9% | -143.1% | -85.0% |
| 10Y | -44.1% | +316.0% | -360.1% | -68.7% |
| All | +334.3% | +565.4% | -231.2% | +118.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling