-83.0%
CHTR vs STRL
+2,102.6%
-2,185.6%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.4% | -6.7% | -8.1% |
| 7D | -15.8% | +8.2% | -24.0% | -16.0% |
| 30D | -12.7% | -6.3% | -6.3% | -12.6% |
| 3M | -1.1% | -41.2% | +40.1% | +0.6% |
| 6M | -39.9% | +20.4% | -60.3% | -43.2% |
| YTD | -35.9% | +61.7% | -97.6% | -41.6% |
| 1Y | -49.2% | +72.7% | -121.9% | -54.4% |
| 3Y | -68.3% | +530.9% | -599.2% | -78.0% |
| 5Y | -83.0% | +2,125.4% | -2,208.3% | -91.8% |
| All | -83.0% | +2,102.6% | -2,185.6% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling