-45.6%
CHTR vs STLA
-53.0%
+7.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.8% | +1.9% | +5.0% |
| 7D | +14.1% | -0.6% | +14.7% | +14.2% |
| 30D | +11.6% | +3.6% | +8.0% | +10.8% |
| 3M | -21.4% | -20.6% | -0.8% | -18.8% |
| 6M | -27.3% | -34.3% | +7.1% | -22.9% |
| YTD | -42.4% | -57.3% | +14.9% | -34.8% |
| 1Y | -45.6% | -52.6% | +7.1% | -40.6% |
| All | -45.6% | -53.0% | +7.4% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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