-47.8%
CHTR vs STRL
+6,846.4%
-6,894.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +5.1% |
| 7D | -7.1% | +5.4% | -12.5% | -7.5% |
| 30D | -10.9% | -9.0% | -1.9% | -10.5% |
| 3M | +2.0% | -37.1% | +39.1% | +4.5% |
| 6M | -35.9% | +17.8% | -53.7% | -39.7% |
| YTD | -32.7% | +58.3% | -91.0% | -39.1% |
| 1Y | -46.6% | +61.0% | -107.6% | -52.1% |
| 3Y | -66.7% | +517.8% | -584.5% | -76.1% |
| 5Y | -82.1% | +2,119.0% | -2,201.2% | -89.5% |
| All | -47.8% | +6,846.4% | -6,894.2% | -74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling