-82.1%
CHTR vs SIMO
+287.2%
-369.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.5% | +9.5% | +4.9% |
| 7D | -7.1% | +12.5% | -19.7% | -6.9% |
| 30D | -10.9% | +18.4% | -29.3% | -10.6% |
| 3M | +2.0% | +5.6% | -3.6% | +2.2% |
| 6M | -35.9% | +116.9% | -152.8% | -37.2% |
| YTD | -32.7% | +188.4% | -221.1% | -35.9% |
| 1Y | -46.6% | +221.3% | -267.8% | -49.8% |
| 3Y | -66.7% | +438.6% | -505.3% | -70.8% |
| 5Y | -82.1% | +287.9% | -370.0% | -83.5% |
| All | -82.1% | +287.2% | -369.3% | -83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling