-41.4%
CHTR vs EWJ
+31.1%
-72.6%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.4% |
| 7D | -1.1% | +2.5% | -3.6% | -1.0% |
| 30D | -0.8% | +3.3% | -4.0% | -0.7% |
| 3M | +17.8% | +5.0% | +12.8% | +17.5% |
| 6M | -34.5% | +11.5% | -46.0% | -35.3% |
| YTD | -27.2% | +22.4% | -49.6% | -32.1% |
| 1Y | -41.4% | +30.2% | -71.6% | -46.6% |
| All | -41.4% | +31.1% | -72.6% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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