-81.6%
CHTR vs CCJ
+281.7%
-363.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +3.8% |
| 7D | -4.1% | -4.0% | -0.1% | -3.8% |
| 30D | -3.0% | -2.4% | -0.6% | -2.9% |
| 3M | +4.8% | -2.3% | +7.1% | +4.8% |
| 6M | -35.0% | -16.2% | -18.8% | -34.3% |
| YTD | -30.2% | +5.7% | -35.8% | -31.4% |
| 1Y | -44.8% | +21.3% | -66.0% | -46.7% |
| 3Y | -66.6% | +159.4% | -225.9% | -71.2% |
| All | -81.6% | +281.7% | -363.4% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling