-66.6%
CHTR vs SPMO
+155.8%
-222.4%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -4.1% | -0.9% | -3.2% | -4.0% |
| 30D | -3.0% | -1.9% | -1.0% | -2.7% |
| 3M | +4.8% | -1.4% | +6.1% | +4.3% |
| 6M | -35.0% | +25.5% | -60.5% | -41.1% |
| YTD | -30.2% | +24.8% | -55.0% | -36.7% |
| 1Y | -44.8% | +24.5% | -69.3% | -49.9% |
| 3Y | -66.6% | +157.1% | -223.7% | -81.2% |
| All | -66.6% | +155.8% | -222.4% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling