+696.1%
EWT vs CHTR
+301.6%
+394.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.0% | -7.5% | -3.4% |
| 7D | -1.1% | -7.1% | +6.0% | +0.1% |
| 30D | +4.8% | -10.9% | +15.7% | +6.5% |
| 3M | +11.1% | +2.0% | +9.1% | +9.5% |
| 6M | +54.6% | -35.9% | +90.5% | +63.8% |
| YTD | +71.4% | -32.7% | +104.1% | +78.9% |
| 1Y | +82.1% | -46.6% | +128.7% | +99.3% |
| 3Y | +193.2% | -66.7% | +260.0% | +245.1% |
| 5Y | +146.1% | -82.1% | +228.2% | +231.8% |
| 10Y | +505.0% | -46.8% | +551.8% | +490.5% |
| All | +696.1% | +301.6% | +394.5% | +280.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling