+84.3%
QLD vs CHTR
-80.8%
+165.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +10.6% | -11.8% | -3.9% |
| 7D | -3.8% | +17.8% | -21.6% | -8.2% |
| 30D | -20.5% | +29.7% | -50.2% | -26.5% |
| 3M | -14.6% | -12.5% | -2.1% | -12.7% |
| 6M | -14.7% | -13.4% | -1.2% | -13.3% |
| YTD | +11.2% | -35.8% | +47.0% | +19.3% |
| 1Y | +7.1% | -36.3% | +43.4% | +15.2% |
| 3Y | +141.1% | -67.3% | +208.4% | +233.5% |
| 5Y | +84.3% | -80.9% | +165.2% | +215.2% |
| All | +84.3% | -80.8% | +165.1% | +215.2% |
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 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