-41.4%
CHTR vs STRL
+76.3%
-117.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.3% | +0.9% |
| 7D | -1.1% | +3.4% | -4.5% | -0.8% |
| 30D | -0.8% | -9.2% | +8.5% | -1.5% |
| 3M | +17.8% | -51.0% | +68.8% | +13.7% |
| 6M | -34.5% | +15.8% | -50.3% | -35.2% |
| YTD | -27.2% | +58.9% | -86.1% | -28.9% |
| 1Y | -41.4% | +68.5% | -110.0% | -39.9% |
| All | -41.4% | +76.3% | -117.7% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling