-65.9%
CHTR vs STT
+182.6%
-248.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.5% | +4.4% |
| 7D | +17.2% | +4.8% | +12.4% | +15.0% |
| 30D | +31.6% | +3.9% | +27.7% | +29.2% |
| 3M | -11.6% | -8.2% | -3.4% | -8.6% |
| 6M | -3.3% | +15.6% | -18.9% | -10.3% |
| YTD | -33.7% | +37.6% | -71.3% | -43.5% |
| 1Y | -32.4% | +50.1% | -82.5% | -44.7% |
| 3Y | -65.9% | +183.1% | -249.0% | -81.6% |
| All | -65.9% | +182.6% | -248.5% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling