+17.1%
EWZ vs CHTR
-67.5%
+84.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.6% | -1.8% |
| 7D | +0.1% | +5.4% | -5.3% | -0.4% |
| 30D | -25.9% | +24.0% | -49.9% | -27.2% |
| 3M | -6.1% | -11.7% | +5.5% | -5.6% |
| 6M | -16.1% | -10.3% | -5.8% | -15.8% |
| YTD | +1.0% | -36.5% | +37.4% | +3.2% |
| 1Y | 0.0% | -37.7% | +37.7% | +2.3% |
| All | +17.1% | -67.5% | +84.6% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling