+237.3%
CHTR vs SW
+636.7%
-399.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.9% | -5.2% | -6.1% |
| 7D | +5.9% | +2.3% | +3.6% | +5.7% |
| 30D | +10.4% | +6.8% | +3.6% | +9.8% |
| 3M | -25.0% | -5.2% | -19.8% | -24.7% |
| 6M | -24.6% | +7.4% | -32.0% | -25.1% |
| YTD | -43.4% | +17.4% | -60.8% | -44.3% |
| 1Y | -45.8% | +27.1% | -72.9% | -47.0% |
| 3Y | -71.6% | +47.9% | -119.5% | -72.5% |
| 5Y | -82.9% | -2.6% | -80.3% | -83.3% |
| 10Y | -52.8% | +182.7% | -235.5% | -56.9% |
| All | +237.3% | +636.7% | -399.3% | +182.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling