+32.8%
EWZ vs CHTR
-44.4%
+77.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.1% |
| 7D | +0.9% | -4.1% | +5.0% | +1.0% |
| 30D | +12.8% | -3.0% | +15.8% | +12.8% |
| 3M | +10.8% | +4.8% | +6.0% | +10.4% |
| 6M | +2.5% | -35.0% | +37.5% | +2.7% |
| YTD | +21.4% | -30.2% | +51.5% | +22.7% |
| 1Y | +32.8% | -44.8% | +77.6% | +37.7% |
| All | +32.8% | -44.4% | +77.2% | +37.7% |
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