-65.9%
CHTR vs SIMO
+221.6%
-287.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -5.6% | +9.9% | +3.8% |
| 7D | +17.2% | +4.1% | +13.1% | +17.7% |
| 30D | +31.6% | -24.0% | +55.6% | +29.6% |
| 3M | -11.6% | -31.8% | +20.2% | -13.3% |
| 6M | -3.3% | -36.9% | +33.6% | -4.8% |
| YTD | -33.7% | +84.8% | -118.5% | -35.1% |
| 1Y | -32.4% | +99.0% | -131.4% | -34.3% |
| 3Y | -65.9% | +217.9% | -283.9% | -70.3% |
| All | -65.9% | +221.6% | -287.6% | -70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling