-49.3%
CHTR vs STLD
+1,092.9%
-1,142.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +0.2% | -8.3% | -8.2% |
| 7D | -15.8% | -2.8% | -13.0% | -15.3% |
| 30D | -12.7% | -10.4% | -2.3% | -10.9% |
| 3M | -1.1% | -10.6% | +9.5% | +0.8% |
| 6M | -39.9% | +32.7% | -72.6% | -43.8% |
| YTD | -35.9% | +42.8% | -78.7% | -41.1% |
| 1Y | -49.2% | +86.9% | -136.1% | -56.0% |
| 3Y | -68.3% | +143.8% | -212.1% | -74.4% |
| 5Y | -83.0% | +293.5% | -376.4% | -87.8% |
| 10Y | -49.3% | +1,122.7% | -1,172.0% | -73.8% |
| All | -49.3% | +1,092.9% | -1,142.2% | -73.8% |
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