-44.8%
CHTR vs CCJ
+22.0%
-66.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.7% |
| 7D | -4.1% | -4.0% | -0.1% | -4.1% |
| 30D | -3.0% | -2.4% | -0.6% | -3.0% |
| 3M | +4.8% | -2.3% | +7.1% | +4.9% |
| 6M | -35.0% | -16.2% | -18.8% | -34.6% |
| YTD | -30.2% | +5.7% | -35.8% | -31.4% |
| 1Y | -44.8% | +21.3% | -66.0% | -45.5% |
| All | -44.8% | +22.0% | -66.8% | -45.5% |
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