+1,911.5%
ETN vs CHTR
+316.5%
+1,595.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.3% | +3.1% |
| 7D | +3.5% | -4.1% | +7.6% | +4.4% |
| 30D | -7.5% | -3.0% | -4.6% | -7.4% |
| 3M | +8.3% | +4.8% | +3.6% | +5.4% |
| 6M | +20.2% | -35.0% | +55.2% | +29.5% |
| YTD | +34.7% | -30.2% | +64.8% | +41.5% |
| 1Y | +19.4% | -44.8% | +64.2% | +33.5% |
| 3Y | +85.5% | -66.6% | +152.1% | +129.6% |
| 5Y | +186.6% | -81.5% | +268.1% | +322.3% |
| 10Y | +724.7% | -44.8% | +769.5% | +704.8% |
| All | +1,911.5% | +316.5% | +1,595.1% | +763.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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