-15.5%
EWZ vs CHTR
+295.4%
-310.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.3% | -2.9% | +0.4% |
| 7D | +0.8% | +17.2% | -16.5% | -3.0% |
| 30D | -24.4% | +31.6% | -56.0% | -29.2% |
| 3M | -4.6% | -11.6% | +7.0% | -2.7% |
| 6M | -11.6% | -3.3% | -8.3% | -12.5% |
| YTD | +2.4% | -33.7% | +36.1% | +8.5% |
| 1Y | +2.1% | -32.4% | +34.5% | +7.5% |
| 3Y | +18.7% | -65.9% | +84.7% | +43.9% |
| 5Y | +54.2% | -79.9% | +134.1% | +114.9% |
| 10Y | +65.9% | -49.2% | +115.1% | +67.9% |
| All | -15.5% | +295.4% | -310.9% | -59.5% |
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