-41.4%
CHTR vs CCJ
+31.2%
-72.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -1.1% | +0.7% | -1.8% | -1.0% |
| 30D | -0.8% | +6.9% | -7.6% | -0.8% |
| 3M | +17.8% | -11.6% | +29.4% | +18.1% |
| 6M | -34.5% | -16.2% | -18.3% | -34.1% |
| YTD | -27.2% | +10.1% | -37.3% | -28.5% |
| 1Y | -41.4% | +32.3% | -73.7% | -42.2% |
| All | -41.4% | +31.2% | -72.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling