+316.4%
CHTR vs EXPE
+720.6%
-404.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.9% | +3.8% | -2.7% |
| 7D | -0.3% | -9.8% | +9.4% | +1.5% |
| 30D | -4.5% | -11.5% | +7.0% | -2.4% |
| 3M | +10.2% | +21.7% | -11.5% | +6.7% |
| 6M | -37.2% | +10.4% | -47.6% | -38.5% |
| YTD | -30.2% | -2.5% | -27.6% | -30.5% |
| 1Y | -44.8% | +27.3% | -72.1% | -47.7% |
| 3Y | -65.5% | +153.5% | -219.0% | -71.5% |
| 5Y | -81.8% | +91.1% | -172.9% | -84.7% |
| 10Y | -45.8% | +153.1% | -198.9% | -59.5% |
| All | +316.4% | +720.6% | -404.2% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling