-35.0%
CHTR vs EWJ
+16.2%
-51.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.5% | +4.4% |
| 7D | -4.1% | +0.3% | -4.4% | -4.1% |
| 30D | -3.0% | +0.8% | -3.7% | -2.9% |
| 3M | +4.8% | +7.5% | -2.7% | +6.8% |
| 6M | -35.0% | +15.6% | -50.6% | -34.1% |
| All | -35.0% | +16.2% | -51.2% | -34.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling