-69.6%
CHTR vs SITM
+4,789.7%
-4,859.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.8% | +3.3% |
| 7D | -4.1% | +3.9% | -7.9% | -4.4% |
| 30D | -3.0% | -6.6% | +3.6% | -2.6% |
| 3M | +4.8% | -11.9% | +16.6% | +4.8% |
| 6M | -35.0% | +81.1% | -116.2% | -39.6% |
| YTD | -30.2% | +80.0% | -110.1% | -35.5% |
| 1Y | -44.8% | +145.8% | -190.6% | -50.9% |
| 3Y | -66.6% | +475.9% | -542.4% | -74.1% |
| 5Y | -81.5% | +189.2% | -270.7% | -85.6% |
| All | -69.6% | +4,789.7% | -4,859.3% | -81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling