+142.8%
EFA vs CHTR
-44.7%
+187.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.4% |
| 7D | -1.5% | -4.1% | +2.6% | -0.9% |
| 30D | -1.7% | -3.0% | +1.3% | -1.5% |
| 3M | +3.5% | +4.8% | -1.3% | +1.8% |
| 6M | +9.5% | -35.0% | +44.5% | +15.7% |
| YTD | +12.9% | -30.2% | +43.0% | +17.2% |
| 1Y | +18.2% | -44.8% | +63.0% | +28.3% |
| 3Y | +64.8% | -66.6% | +131.4% | +93.1% |
| 5Y | +53.9% | -81.5% | +135.4% | +105.1% |
| All | +142.8% | -44.7% | +187.5% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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