-44.8%
CHTR vs SIMO
+239.1%
-283.9%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.2% | -3.5% | +4.7% |
| 7D | -4.1% | +11.0% | -15.1% | -2.6% |
| 30D | -3.0% | +17.9% | -20.9% | -0.4% |
| 3M | +4.8% | +3.9% | +0.9% | +7.2% |
| 6M | -35.0% | +131.0% | -166.1% | -24.9% |
| YTD | -30.2% | +209.3% | -239.5% | -20.8% |
| 1Y | -44.8% | +223.8% | -268.5% | -36.4% |
| All | -44.8% | +239.1% | -283.9% | -36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling