-69.3%
CHTR vs SIMO
+469.0%
-538.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.1% | -10.2% | -8.0% |
| 7D | -15.8% | +14.5% | -30.3% | -15.0% |
| 30D | -12.7% | +20.4% | -33.1% | -11.4% |
| 3M | -1.1% | +7.1% | -8.2% | +0.2% |
| 6M | -39.9% | +129.2% | -169.2% | -38.0% |
| YTD | -35.9% | +201.9% | -237.8% | -35.7% |
| 1Y | -49.2% | +235.5% | -284.7% | -49.7% |
| All | -69.3% | +469.0% | -538.2% | -72.6% |
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