-45.6%
CHTR vs STT
+53.6%
-99.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.2% | +3.5% | +5.0% |
| 7D | +14.1% | -0.1% | +14.2% | +14.1% |
| 30D | +11.6% | -1.7% | +13.3% | +12.2% |
| 3M | -21.4% | -6.4% | -15.1% | -19.8% |
| 6M | -27.3% | +17.7% | -45.0% | -32.9% |
| YTD | -42.4% | +36.9% | -79.3% | -50.6% |
| 1Y | -45.6% | +52.0% | -97.6% | -56.2% |
| All | -45.6% | +53.6% | -99.1% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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