+97.9%
EWT vs CHTR
-41.9%
+139.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.9% |
| 7D | +4.0% | -1.1% | +5.0% | +3.9% |
| 30D | +10.3% | -0.8% | +11.1% | +10.4% |
| 3M | +6.1% | +17.8% | -11.7% | +7.5% |
| 6M | +56.6% | -34.5% | +91.1% | +55.1% |
| YTD | +76.6% | -27.2% | +103.8% | +75.8% |
| 1Y | +97.9% | -41.4% | +139.3% | +105.5% |
| All | +97.9% | -41.9% | +139.8% | +105.5% |
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