+117.8%
EW vs CHTR
-44.7%
+162.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.7% | -6.5% | -3.4% |
| 7D | -6.2% | -4.1% | -2.1% | -5.5% |
| 30D | -9.3% | -3.0% | -6.4% | -9.1% |
| 3M | -1.6% | +4.8% | -6.4% | -3.2% |
| 6M | -0.8% | -35.0% | +34.2% | +5.0% |
| YTD | -1.0% | -30.2% | +29.1% | +2.5% |
| 1Y | +8.2% | -44.8% | +52.9% | +17.9% |
| 3Y | +12.7% | -66.6% | +79.2% | +33.7% |
| 5Y | -30.2% | -81.5% | +51.3% | -0.6% |
| All | +117.8% | -44.7% | +162.5% | +97.4% |
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