-45.6%
CHTR vs EWJ
+18.0%
-63.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.4% | +4.3% | +5.8% |
| 7D | +14.1% | -1.2% | +15.3% | +13.9% |
| 30D | +11.6% | -5.5% | +17.1% | +10.9% |
| 3M | -21.4% | -0.8% | -20.6% | -21.5% |
| 6M | -27.3% | +7.1% | -34.4% | -28.6% |
| YTD | -42.4% | +16.9% | -59.3% | -45.9% |
| 1Y | -45.6% | +18.2% | -63.8% | -49.3% |
| All | -45.6% | +18.0% | -63.5% | -49.3% |
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