+282.5%
CHTR vs SM
+21.8%
+260.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.6% | -8.7% | -8.2% |
| 7D | -15.8% | -0.2% | -15.6% | -15.8% |
| 30D | -12.7% | +20.3% | -32.9% | -13.8% |
| 3M | -1.1% | +22.9% | -24.0% | -2.8% |
| 6M | -39.9% | +47.8% | -87.7% | -41.9% |
| YTD | -35.9% | +107.5% | -143.3% | -39.6% |
| 1Y | -49.2% | +51.7% | -100.9% | -51.1% |
| 3Y | -68.3% | -0.9% | -67.5% | -69.0% |
| 5Y | -83.0% | +112.2% | -195.2% | -84.4% |
| 10Y | -49.3% | +20.3% | -69.6% | -58.6% |
| All | +282.5% | +21.8% | +260.8% | +196.2% |
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