+383.1%
EWY vs CHTR
+301.6%
+81.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.0% | -9.2% | -5.2% |
| 7D | +1.2% | -7.1% | +8.4% | +2.5% |
| 30D | +9.3% | -10.9% | +20.2% | +11.2% |
| 3M | +2.4% | +2.0% | +0.4% | +0.5% |
| 6M | +40.3% | -35.9% | +76.2% | +49.4% |
| YTD | +88.0% | -32.7% | +120.7% | +96.7% |
| 1Y | +143.8% | -46.6% | +190.4% | +169.2% |
| 3Y | +217.8% | -66.7% | +284.5% | +281.1% |
| 5Y | +142.7% | -82.1% | +224.9% | +240.4% |
| 10Y | +291.7% | -46.8% | +338.5% | +285.3% |
| All | +383.1% | +301.6% | +81.5% | +108.3% |
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