+9,619.2%
QLD vs CHTR
+334.3%
+9,284.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +0.6% | -1.1% | +1.6% | +0.7% |
| 30D | -0.1% | -0.8% | +0.6% | -0.9% |
| 3M | -8.4% | +17.8% | -26.1% | -18.2% |
| 6M | +32.2% | -34.5% | +66.7% | +51.6% |
| YTD | +28.9% | -27.2% | +56.1% | +37.2% |
| 1Y | +43.8% | -41.4% | +85.3% | +72.0% |
| 3Y | +176.6% | -64.0% | +240.6% | +301.2% |
| 5Y | +121.6% | -81.3% | +202.8% | +383.1% |
| 10Y | +1,652.9% | -44.1% | +1,697.0% | +1,889.6% |
| All | +9,619.2% | +334.3% | +9,284.9% | +2,979.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling