-44.8%
CHTR vs SM
+48.5%
-93.3%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | -4.1% | +4.6% | -8.6% | -4.1% |
| 30D | -3.0% | +18.2% | -21.2% | -3.3% |
| 3M | +4.8% | +22.5% | -17.8% | +3.9% |
| 6M | -35.0% | +50.6% | -85.6% | -38.2% |
| YTD | -30.2% | +108.1% | -138.3% | -37.2% |
| 1Y | -44.8% | +46.0% | -90.8% | -47.0% |
| All | -44.8% | +48.5% | -93.3% | -47.0% |
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