-46.7%
CHTR vs STRL
+59.7%
-106.4%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.1% | +7.1% | +4.8% |
| 7D | -7.1% | +5.4% | -12.5% | -6.7% |
| 30D | -10.9% | -9.0% | -1.9% | -11.5% |
| 3M | +2.0% | -37.1% | +39.1% | -0.4% |
| 6M | -35.9% | +17.8% | -53.7% | -36.7% |
| YTD | -32.7% | +58.3% | -91.0% | -34.3% |
| All | -46.7% | +59.7% | -106.4% | -46.4% |
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