-50.0%
CHTR vs STLD
+802.0%
-852.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +13.4% | -0.5% | +13.8% | +13.4% |
| 30D | +33.0% | -0.1% | +33.1% | +32.8% |
| 3M | -13.6% | -9.2% | -4.4% | -12.3% |
| 6M | -7.8% | +1.8% | -9.5% | -8.9% |
| YTD | -34.7% | +42.1% | -76.8% | -40.2% |
| 1Y | -34.8% | +58.5% | -93.4% | -41.7% |
| 3Y | -66.7% | +128.2% | -195.0% | -72.8% |
| 5Y | -80.4% | +288.2% | -368.6% | -85.9% |
| 10Y | -50.0% | +799.8% | -849.8% | -72.6% |
| All | -50.0% | +802.0% | -852.0% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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