+513.6%
EWT vs CHTR
-44.7%
+558.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.3% |
| 7D | -1.1% | -4.1% | +3.0% | -0.6% |
| 30D | +4.5% | -3.0% | +7.4% | +4.6% |
| 3M | +8.3% | +4.8% | +3.5% | +6.6% |
| 6M | +54.2% | -35.0% | +89.3% | +61.8% |
| YTD | +74.6% | -30.2% | +104.7% | +80.0% |
| 1Y | +84.9% | -44.8% | +129.7% | +99.1% |
| 3Y | +197.5% | -66.6% | +264.1% | +245.2% |
| 5Y | +150.6% | -81.5% | +232.1% | +230.2% |
| All | +513.6% | -44.7% | +558.3% | +512.0% |
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