+49.5%
EQT vs CHTR
-46.7%
+96.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.0% | -4.4% | -0.2% |
| 7D | -1.2% | -7.1% | +6.0% | 0.0% |
| 30D | +1.1% | -10.9% | +11.9% | +2.8% |
| 3M | +4.8% | +2.0% | +2.8% | +3.6% |
| 6M | -10.6% | -35.9% | +25.3% | -5.1% |
| YTD | +3.4% | -32.7% | +36.1% | +8.2% |
| 1Y | +8.7% | -46.6% | +55.2% | +18.9% |
| 3Y | +35.0% | -66.7% | +101.7% | +59.3% |
| 5Y | +204.2% | -82.1% | +286.4% | +314.0% |
| All | +49.5% | -46.7% | +96.3% | +46.3% |
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