-45.9%
CHTR vs EXPE
+169.0%
-214.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.4% |
| 7D | -4.1% | -5.8% | +1.7% | -3.0% |
| 30D | -3.0% | -13.6% | +10.7% | -0.1% |
| 3M | +4.8% | +25.2% | -20.4% | +0.6% |
| 6M | -35.0% | +22.3% | -57.4% | -37.5% |
| YTD | -30.2% | -0.3% | -29.9% | -30.8% |
| 1Y | -44.8% | +27.8% | -72.6% | -48.0% |
| 3Y | -66.6% | +162.4% | -229.0% | -73.0% |
| 5Y | -81.5% | +95.8% | -177.3% | -84.9% |
| All | -45.9% | +169.0% | -214.8% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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