-65.5%
CHTR vs STLD
+141.4%
-206.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -4.0% |
| 7D | -0.3% | +2.7% | -3.0% | -0.8% |
| 30D | -4.5% | -8.4% | +4.0% | -3.1% |
| 3M | +10.2% | -9.9% | +20.1% | +12.2% |
| 6M | -37.2% | +33.0% | -70.3% | -41.8% |
| YTD | -30.2% | +42.6% | -72.8% | -36.6% |
| 1Y | -44.8% | +80.8% | -125.5% | -52.7% |
| 3Y | -65.5% | +143.4% | -208.9% | -72.1% |
| All | -65.5% | +141.4% | -206.9% | -72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling