-81.6%
CHTR vs EWJ
+50.5%
-132.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +2.7% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | -3.0% | +0.8% | -3.7% | -3.3% |
| 3M | +4.8% | +7.5% | -2.7% | +0.5% |
| 6M | -35.0% | +15.6% | -50.6% | -40.6% |
| YTD | -30.2% | +22.7% | -52.9% | -38.7% |
| 1Y | -44.8% | +26.4% | -71.2% | -52.4% |
| 3Y | -66.6% | +72.5% | -139.1% | -76.5% |
| All | -81.6% | +50.5% | -132.2% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling