-82.1%
CHTR vs SM
+108.0%
-190.1%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.5% | +4.5% | +4.9% |
| 7D | -7.1% | +2.1% | -9.3% | -7.4% |
| 30D | -10.9% | +18.1% | -29.0% | -12.5% |
| 3M | +2.0% | +17.0% | -15.0% | -0.1% |
| 6M | -35.9% | +55.4% | -91.3% | -39.7% |
| YTD | -32.7% | +108.6% | -141.2% | -39.0% |
| 1Y | -46.6% | +45.7% | -92.2% | -49.7% |
| 3Y | -66.7% | -0.3% | -66.4% | -68.3% |
| 5Y | -82.1% | +113.0% | -195.2% | -84.5% |
| All | -82.1% | +108.0% | -190.1% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling