-45.9%
CHTR vs XME
+421.4%
-467.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.9% |
| 7D | -4.1% | -4.2% | +0.1% | -3.2% |
| 30D | -3.0% | -2.7% | -0.3% | -2.5% |
| 3M | +4.8% | -3.9% | +8.7% | +5.3% |
| 6M | -35.0% | -1.0% | -34.1% | -35.6% |
| YTD | -30.2% | +9.8% | -40.0% | -33.3% |
| 1Y | -44.8% | +32.5% | -77.3% | -50.2% |
| 3Y | -66.6% | +124.3% | -190.9% | -74.3% |
| 5Y | -81.5% | +165.8% | -247.3% | -86.6% |
| All | -45.9% | +421.4% | -467.2% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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