+55.2%
EWT vs CHTR
-46.1%
+101.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.7% | -6.9% | -0.6% |
| 7D | -10.9% | +14.1% | -25.0% | -9.6% |
| 30D | -17.7% | +11.6% | -29.3% | -16.7% |
| 3M | -5.0% | -21.4% | +16.4% | -6.1% |
| 6M | +7.4% | -27.3% | +34.6% | +6.7% |
| YTD | +52.8% | -42.4% | +95.2% | +50.6% |
| 1Y | +55.2% | -45.6% | +100.8% | +53.7% |
| All | +55.2% | -46.1% | +101.2% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling