+8.1%
EWZ vs CHTR
-46.1%
+54.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.7% | -4.0% | +1.3% |
| 7D | -4.1% | +14.1% | -18.2% | -4.8% |
| 30D | -25.0% | +11.6% | -36.5% | -25.4% |
| 3M | -10.6% | -21.4% | +10.8% | -10.0% |
| 6M | -16.6% | -27.3% | +10.7% | -16.1% |
| YTD | +2.5% | -42.4% | +44.9% | +4.9% |
| 1Y | +8.1% | -45.6% | +53.6% | +12.4% |
| All | +8.1% | -46.1% | +54.1% | +12.4% |
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 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