+1,520.2%
QLD vs CHTR
-49.3%
+1,569.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +3.0% | +3.9% |
| 7D | -1.2% | +13.4% | -14.5% | -7.2% |
| 30D | -15.7% | +33.0% | -48.7% | -26.9% |
| 3M | -10.0% | -13.6% | +3.5% | -6.9% |
| 6M | -11.2% | -7.8% | -3.5% | -12.8% |
| YTD | +16.4% | -34.7% | +51.1% | +27.0% |
| 1Y | +12.7% | -34.8% | +47.5% | +22.8% |
| 3Y | +152.3% | -66.7% | +219.0% | +274.2% |
| 5Y | +91.8% | -80.4% | +172.1% | +314.0% |
| 10Y | +1,520.2% | -50.0% | +1,570.2% | +1,884.2% |
| All | +1,520.2% | -49.3% | +1,569.6% | +1,884.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling