+141.1%
QLD vs CHTR
-67.0%
+208.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.6% | -11.8% | -2.0% |
| 7D | -3.8% | +17.8% | -21.6% | -5.2% |
| 30D | -20.5% | +29.7% | -50.2% | -22.6% |
| 3M | -14.6% | -12.5% | -2.1% | -13.4% |
| 6M | -14.7% | -13.4% | -1.2% | -13.4% |
| YTD | +11.2% | -35.8% | +47.0% | +15.4% |
| 1Y | +7.1% | -36.3% | +43.4% | +11.3% |
| 3Y | +141.1% | -67.3% | +208.4% | +184.3% |
| All | +141.1% | -67.0% | +208.1% | +184.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling