+60.1%
EWZ vs CHTR
-83.3%
+143.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.1% | +6.7% | -0.6% |
| 7D | -0.1% | -15.8% | +15.7% | +1.6% |
| 30D | +8.2% | -12.7% | +20.8% | +9.5% |
| 3M | +13.3% | -1.1% | +14.4% | +12.9% |
| 6M | +3.6% | -39.9% | +43.5% | +7.9% |
| YTD | +21.0% | -35.9% | +56.8% | +24.8% |
| 1Y | +34.7% | -49.2% | +83.8% | +42.8% |
| 3Y | +48.3% | -68.3% | +116.6% | +64.9% |
| 5Y | +60.1% | -83.0% | +143.0% | +89.2% |
| All | +60.1% | -83.3% | +143.4% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling