+1,448.4%
QLD vs CHTR
-50.2%
+1,498.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.6% | -11.8% | -5.7% |
| 7D | -3.8% | +17.8% | -21.6% | -11.2% |
| 30D | -20.5% | +29.7% | -50.2% | -30.3% |
| 3M | -14.6% | -12.5% | -2.1% | -12.2% |
| 6M | -14.7% | -13.4% | -1.2% | -13.7% |
| YTD | +11.2% | -35.8% | +47.0% | +22.2% |
| 1Y | +7.1% | -36.3% | +43.4% | +17.9% |
| 3Y | +141.1% | -67.3% | +208.4% | +260.1% |
| 5Y | +84.3% | -80.9% | +165.2% | +303.9% |
| All | +1,448.4% | -50.2% | +1,498.5% | +1,809.3% |
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