+282.5%
CHTR vs QID
-99.9%
+382.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.5% | -8.6% | -8.0% |
| 7D | -15.8% | -1.9% | -13.9% | -16.3% |
| 30D | -12.7% | +1.7% | -14.4% | -12.2% |
| 3M | -1.1% | -3.9% | +2.8% | -1.8% |
| 6M | -39.9% | -30.0% | -9.9% | -46.0% |
| YTD | -35.9% | -28.2% | -7.6% | -41.8% |
| 1Y | -49.2% | -35.6% | -13.5% | -55.2% |
| 3Y | -68.3% | -74.3% | +6.0% | -77.9% |
| 5Y | -83.0% | -80.8% | -2.1% | -87.9% |
| 10Y | -49.3% | -99.2% | +49.8% | -84.9% |
| All | +282.5% | -99.9% | +382.5% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling