-44.1%
CHTR vs SM
+64.6%
-108.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -4.6% | +9.3% | +4.5% |
| 7D | +15.5% | -25.1% | +40.6% | +14.8% |
| 30D | +15.9% | -15.6% | +31.4% | +14.9% |
| 3M | -17.8% | +2.7% | -20.5% | -18.5% |
| 6M | -20.5% | -3.8% | -16.6% | -21.8% |
| YTD | -39.7% | +61.8% | -101.6% | -45.5% |
| 1Y | -44.1% | +71.4% | -115.5% | -48.7% |
| All | -44.1% | +64.6% | -108.7% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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