-82.1%
CHTR vs EXPE
+90.4%
-172.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.6% | +3.4% | +4.6% |
| 7D | -7.1% | -8.7% | +1.5% | -5.2% |
| 30D | -10.9% | -13.6% | +2.8% | -7.8% |
| 3M | +2.0% | +26.6% | -24.6% | -2.8% |
| 6M | -35.9% | +19.9% | -55.9% | -38.5% |
| YTD | -32.7% | -1.7% | -31.0% | -33.2% |
| 1Y | -46.6% | +29.4% | -76.0% | -50.3% |
| 3Y | -66.7% | +155.7% | -222.4% | -74.2% |
| 5Y | -82.1% | +93.1% | -175.2% | -86.4% |
| All | -82.1% | +90.4% | -172.5% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling