-45.9%
CHTR vs STLA
+55.1%
-101.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.3% |
| 7D | -4.1% | -2.9% | -1.2% | -3.5% |
| 30D | -3.0% | +0.9% | -3.9% | -3.2% |
| 3M | +4.8% | -21.6% | +26.4% | +9.7% |
| 6M | -35.0% | -21.6% | -13.4% | -32.2% |
| YTD | -30.2% | -50.4% | +20.2% | -20.9% |
| 1Y | -44.8% | -43.6% | -1.2% | -39.4% |
| 3Y | -66.6% | -66.4% | -0.1% | -60.5% |
| 5Y | -81.5% | -62.3% | -19.2% | -79.2% |
| All | -45.9% | +55.1% | -101.0% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling