+62.4%
EWY vs CHTR
-46.1%
+108.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.7% | -7.6% | -0.9% |
| 7D | -8.3% | +14.1% | -22.4% | -6.2% |
| 30D | -20.5% | +11.6% | -32.1% | -18.8% |
| 3M | -11.1% | -21.4% | +10.3% | -13.2% |
| 6M | -7.0% | -27.3% | +20.3% | -7.3% |
| YTD | +56.5% | -42.4% | +98.9% | +56.5% |
| 1Y | +62.4% | -45.6% | +108.0% | +62.5% |
| All | +62.4% | -46.1% | +108.5% | +62.5% |
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