+205.3%
EFA vs CHTR
+301.6%
-96.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -1.9% |
| 7D | -2.4% | -7.1% | +4.8% | -1.0% |
| 30D | -2.2% | -10.9% | +8.6% | -0.4% |
| 3M | +5.7% | +2.0% | +3.7% | +4.1% |
| 6M | +8.2% | -35.9% | +44.1% | +15.8% |
| YTD | +11.8% | -32.7% | +44.4% | +17.8% |
| 1Y | +18.3% | -46.6% | +64.8% | +31.1% |
| 3Y | +64.9% | -66.7% | +131.6% | +97.4% |
| 5Y | +52.4% | -82.1% | +134.5% | +111.1% |
| 10Y | +142.4% | -46.8% | +189.2% | +136.8% |
| All | +205.3% | +301.6% | -96.3% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling