+279.0%
CHTR vs EXPD
+589.6%
-310.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.2% | -2.9% |
| 7D | +5.4% | +3.6% | +1.8% | +4.2% |
| 30D | +24.0% | +0.3% | +23.8% | +23.7% |
| 3M | -11.7% | +6.1% | -17.8% | -13.6% |
| 6M | -10.3% | +27.4% | -37.7% | -17.8% |
| YTD | -36.5% | +32.0% | -68.4% | -43.0% |
| 1Y | -37.7% | +40.5% | -78.3% | -45.4% |
| 3Y | -67.6% | +75.7% | -143.3% | -74.3% |
| 5Y | -80.8% | +61.7% | -142.5% | -84.5% |
| 10Y | -51.3% | +336.8% | -388.1% | -73.2% |
| All | +279.0% | +589.6% | -310.6% | +87.8% |
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