-82.6%
CHTR vs SW
-2.3%
-80.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | +4.9% | +1.8% | +3.1% | +4.6% |
| 30D | +17.2% | +7.0% | +10.2% | +16.1% |
| 3M | -20.6% | -7.6% | -12.9% | -19.6% |
| 6M | -21.7% | +8.5% | -30.3% | -22.9% |
| YTD | -41.9% | +17.7% | -59.6% | -43.6% |
| 1Y | -44.9% | +27.1% | -71.9% | -47.0% |
| 3Y | -70.0% | +48.2% | -118.2% | -71.6% |
| 5Y | -82.6% | -2.3% | -80.3% | -83.8% |
| All | -82.6% | -2.3% | -80.3% | -83.8% |
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