+212.6%
IEFA vs CHTR
+91.1%
+121.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.4% |
| 7D | -1.6% | -4.1% | +2.5% | -1.0% |
| 30D | -1.5% | -3.0% | +1.5% | -1.3% |
| 3M | +3.4% | +4.8% | -1.4% | +1.7% |
| 6M | +9.5% | -35.0% | +44.5% | +15.8% |
| YTD | +13.0% | -30.2% | +43.2% | +17.5% |
| 1Y | +18.0% | -44.8% | +62.8% | +28.2% |
| 3Y | +65.4% | -66.6% | +131.9% | +93.4% |
| 5Y | +51.6% | -81.5% | +133.0% | +99.0% |
| 10Y | +146.7% | -44.8% | +191.5% | +148.9% |
| All | +212.6% | +91.1% | +121.5% | +153.2% |
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 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