-0.7%
EWZ vs CHTR
+334.3%
-334.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | +6.5% | -1.1% | +7.6% | +6.7% |
| 30D | +4.8% | -0.8% | +5.6% | +4.7% |
| 3M | +9.9% | +17.8% | -7.9% | +4.6% |
| 6M | +1.9% | -34.5% | +36.4% | +9.9% |
| YTD | +20.3% | -27.2% | +47.5% | +25.6% |
| 1Y | +35.6% | -41.4% | +77.0% | +49.3% |
| 3Y | +43.4% | -64.0% | +107.4% | +72.9% |
| 5Y | +55.9% | -81.3% | +137.2% | +126.6% |
| 10Y | +84.2% | -44.1% | +128.2% | +83.3% |
| All | -0.7% | +334.3% | -334.9% | -53.1% |
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