+322.2%
CHTR vs STLA
+252.7%
+69.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.1% | -3.6% |
| 7D | -0.3% | +0.7% | -1.1% | -0.5% |
| 30D | -4.5% | -2.4% | -2.1% | -4.2% |
| 3M | +10.2% | -23.9% | +34.1% | +14.6% |
| 6M | -37.2% | -24.6% | -12.6% | -34.7% |
| YTD | -30.2% | -50.5% | +20.3% | -23.1% |
| 1Y | -44.8% | -39.8% | -4.9% | -41.3% |
| 3Y | -65.5% | -65.6% | +0.1% | -60.9% |
| 5Y | -81.8% | -62.1% | -19.7% | -80.0% |
| 10Y | -45.8% | +47.8% | -93.5% | -51.0% |
| All | +322.2% | +252.7% | +69.5% | +282.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling