-45.6%
CHTR vs STRL
-30.1%
-15.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -21.5% | +27.1% | +3.3% |
| 7D | +14.1% | -27.1% | +41.2% | +10.9% |
| 30D | +11.6% | -45.8% | +57.4% | +5.6% |
| 3M | -21.4% | -47.6% | +26.2% | -25.7% |
| 6M | -27.3% | -46.4% | +19.2% | -31.1% |
| YTD | -42.4% | -7.4% | -35.0% | -45.9% |
| 1Y | -45.6% | -25.9% | -19.7% | -47.6% |
| All | -45.6% | -30.1% | -15.5% | -47.6% |
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