+334.3%
CHTR vs STRL
+2,398.7%
-2,064.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.8% | -5.3% | 0.0% |
| 7D | -1.1% | +3.4% | -4.5% | -1.3% |
| 30D | -0.8% | -9.2% | +8.5% | -0.3% |
| 3M | +17.8% | -51.0% | +68.8% | +23.4% |
| 6M | -34.5% | +15.8% | -50.3% | -38.0% |
| YTD | -27.2% | +58.9% | -86.1% | -33.6% |
| 1Y | -41.4% | +68.5% | -110.0% | -47.3% |
| 3Y | -64.0% | +485.2% | -549.2% | -72.9% |
| 5Y | -81.3% | +2,005.1% | -2,086.4% | -88.0% |
| 10Y | -44.1% | +7,118.0% | -7,162.0% | -70.3% |
| All | +334.3% | +2,398.7% | -2,064.4% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling