+334.3%
CHTR vs STLD
+1,808.2%
-1,473.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.7% |
| 7D | -1.1% | +3.1% | -4.2% | -1.6% |
| 30D | -0.8% | -9.0% | +8.2% | +0.9% |
| 3M | +17.8% | -12.4% | +30.1% | +20.4% |
| 6M | -34.5% | +25.5% | -60.0% | -38.0% |
| YTD | -27.2% | +43.6% | -70.8% | -33.2% |
| 1Y | -41.4% | +87.2% | -128.6% | -49.3% |
| 3Y | -64.0% | +135.2% | -199.2% | -70.7% |
| 5Y | -81.3% | +290.9% | -372.1% | -86.6% |
| 10Y | -44.1% | +1,113.5% | -1,157.5% | -71.0% |
| All | +334.3% | +1,808.2% | -1,473.9% | +76.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling