-46.7%
CHTR vs STT
+77.0%
-123.7%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.1% |
| 7D | -7.1% | -1.4% | -5.8% | -6.7% |
| 30D | -10.9% | +2.2% | -13.0% | -11.6% |
| 3M | +2.0% | +18.8% | -16.8% | -5.4% |
| 6M | -35.9% | +57.9% | -93.8% | -47.4% |
| YTD | -32.7% | +51.0% | -83.7% | -44.1% |
| All | -46.7% | +77.0% | -123.7% | -58.1% |
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