+122.5%
QLD vs CHTR
-81.0%
+203.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +0.6% | -1.1% | +1.6% | +0.7% |
| 30D | -0.1% | -0.8% | +0.6% | -0.5% |
| 3M | -8.4% | +17.8% | -26.1% | -14.4% |
| 6M | +32.2% | -34.5% | +66.7% | +45.7% |
| YTD | +28.9% | -27.2% | +56.1% | +34.8% |
| 1Y | +43.8% | -41.4% | +85.3% | +64.4% |
| 3Y | +176.6% | -64.0% | +240.6% | +277.2% |
| All | +122.5% | -81.0% | +203.5% | +283.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling