+295.4%
CHTR vs SM
+4.9%
+290.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | +17.2% | +9.4% | +7.8% | +16.5% |
| 30D | +31.6% | -14.4% | +46.0% | +32.6% |
| 3M | -11.6% | +1.6% | -13.1% | -12.0% |
| 6M | -3.3% | +6.3% | -9.6% | -4.5% |
| YTD | -33.7% | +78.8% | -112.5% | -37.1% |
| 1Y | -32.4% | +83.1% | -115.6% | -36.0% |
| 3Y | -65.9% | -5.9% | -60.0% | -66.7% |
| 5Y | -79.9% | +4.8% | -84.7% | -80.8% |
| 10Y | -49.2% | +17.5% | -66.7% | -58.6% |
| All | +295.4% | +4.9% | +290.5% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling