+301.6%
CHTR vs EWJ
+224.1%
+77.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.6% | +5.6% | +5.3% |
| 7D | -7.1% | -1.5% | -5.7% | -6.4% |
| 30D | -10.9% | +0.2% | -11.0% | -11.0% |
| 3M | +2.0% | +8.6% | -6.6% | -3.2% |
| 6M | -35.9% | +12.1% | -48.1% | -40.8% |
| YTD | -32.7% | +20.1% | -52.8% | -40.3% |
| 1Y | -46.6% | +25.2% | -71.7% | -53.8% |
| 3Y | -66.7% | +70.8% | -137.5% | -76.1% |
| 5Y | -82.1% | +49.2% | -131.3% | -86.3% |
| 10Y | -46.8% | +138.6% | -185.4% | -69.1% |
| All | +301.6% | +224.1% | +77.5% | +92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling