+303.5%
EWY vs CHTR
-44.7%
+348.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.7% | -0.5% | +2.7% |
| 7D | -0.1% | -4.1% | +4.0% | +0.4% |
| 30D | +7.3% | -3.0% | +10.3% | +7.4% |
| 3M | -5.1% | +4.8% | -9.9% | -6.9% |
| 6M | +42.1% | -35.0% | +77.1% | +50.2% |
| YTD | +94.1% | -30.2% | +124.3% | +100.9% |
| 1Y | +147.8% | -44.8% | +192.6% | +169.7% |
| 3Y | +222.9% | -66.6% | +289.5% | +283.8% |
| 5Y | +150.6% | -81.5% | +232.1% | +247.2% |
| All | +303.5% | -44.7% | +348.2% | +305.4% |
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