+316.4%
CHTR vs STT
+536.4%
-220.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.7% |
| 7D | -0.3% | +2.2% | -2.5% | -1.0% |
| 30D | -4.5% | +3.9% | -8.4% | -5.7% |
| 3M | +10.2% | +19.2% | -8.9% | +4.1% |
| 6M | -37.2% | +60.4% | -97.6% | -46.1% |
| YTD | -30.2% | +51.5% | -81.6% | -39.0% |
| 1Y | -44.8% | +76.3% | -121.1% | -54.0% |
| 3Y | -65.5% | +200.7% | -266.2% | -75.8% |
| 5Y | -81.8% | +157.5% | -239.2% | -86.9% |
| 10Y | -45.8% | +262.0% | -307.7% | -67.7% |
| All | +316.4% | +536.4% | -220.0% | +93.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling