-80.0%
CHTR vs SW
-2.3%
-77.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.2% | +4.5% |
| 7D | +17.2% | -2.9% | +20.1% | +17.7% |
| 30D | +31.6% | +5.0% | +26.6% | +30.7% |
| 3M | -11.6% | -13.7% | +2.1% | -9.7% |
| 6M | -3.3% | +8.0% | -11.3% | -4.6% |
| YTD | -33.7% | +14.0% | -47.7% | -35.3% |
| 1Y | -32.4% | +25.6% | -58.0% | -35.0% |
| 3Y | -65.9% | +40.1% | -106.1% | -67.5% |
| All | -80.0% | -2.3% | -77.7% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 5y: compounded portfolio wealth divided by compounded SW 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…
5y analysis · Full analysis span regression · 6 months rolling