-45.9%
CHTR vs QID
-99.2%
+53.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +3.2% |
| 7D | -4.1% | +1.3% | -5.4% | -3.7% |
| 30D | -3.0% | +2.9% | -5.9% | -2.1% |
| 3M | +4.8% | -0.7% | +5.5% | +5.0% |
| 6M | -35.0% | -29.7% | -5.4% | -41.2% |
| YTD | -30.2% | -27.9% | -2.3% | -36.2% |
| 1Y | -44.8% | -34.6% | -10.2% | -50.8% |
| 3Y | -66.6% | -73.5% | +7.0% | -76.2% |
| 5Y | -81.5% | -81.0% | -0.5% | -86.8% |
| All | -45.9% | -99.2% | +53.3% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 10y: compounded portfolio wealth divided by compounded QID 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…
10y analysis · Full analysis span regression · 6 months rolling