-16.6%
EWZ vs CHTR
+279.0%
-295.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.6% | -1.4% |
| 7D | +0.1% | +5.4% | -5.3% | -1.4% |
| 30D | -25.9% | +24.0% | -49.9% | -29.6% |
| 3M | -6.1% | -11.7% | +5.5% | -4.3% |
| 6M | -16.1% | -10.3% | -5.8% | -15.4% |
| YTD | +1.0% | -36.5% | +37.4% | +8.1% |
| 1Y | 0.0% | -37.7% | +37.7% | +7.4% |
| 3Y | +16.8% | -67.6% | +84.5% | +43.4% |
| 5Y | +52.1% | -80.8% | +132.8% | +114.1% |
| 10Y | +63.6% | -51.3% | +114.9% | +67.2% |
| All | -16.6% | +279.0% | -295.7% | -59.6% |
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