-45.9%
CHTR vs XPO
+1,516.3%
-1,562.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -4.1% | -5.7% | +1.6% | -3.1% |
| 30D | -3.0% | -12.8% | +9.8% | -0.7% |
| 3M | +4.8% | -20.0% | +24.7% | +8.7% |
| 6M | -35.0% | -6.0% | -29.0% | -34.6% |
| YTD | -30.2% | +34.0% | -64.2% | -34.2% |
| 1Y | -44.8% | +35.6% | -80.3% | -48.2% |
| 3Y | -66.6% | +152.3% | -218.8% | -72.8% |
| 5Y | -81.5% | +264.4% | -345.8% | -86.5% |
| All | -45.9% | +1,516.3% | -1,562.2% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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