+17.0%
IEFA vs CHTR
-46.1%
+63.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.7% | -3.2% | +2.4% |
| 7D | +1.9% | +14.1% | -12.2% | +1.6% |
| 30D | +1.4% | +11.6% | -10.2% | +1.1% |
| 3M | -1.4% | -21.4% | +20.0% | -1.0% |
| 6M | +6.3% | -27.3% | +33.6% | +7.1% |
| YTD | +11.9% | -42.4% | +54.3% | +13.2% |
| 1Y | +17.0% | -45.6% | +62.5% | +19.4% |
| All | +17.0% | -46.1% | +63.0% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling