+259.6%
CHTR vs SW
+643.7%
-384.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.5% | +6.2% | +4.8% |
| 7D | +15.5% | +4.7% | +10.8% | +15.0% |
| 30D | +15.9% | +5.0% | +10.8% | +15.4% |
| 3M | -17.8% | -7.3% | -10.5% | -17.3% |
| 6M | -20.5% | +15.0% | -35.4% | -21.5% |
| YTD | -39.7% | +18.5% | -58.2% | -40.7% |
| 1Y | -44.1% | +27.1% | -71.2% | -45.3% |
| 3Y | -70.0% | +49.3% | -119.4% | -71.0% |
| 5Y | -81.7% | -1.6% | -80.1% | -82.2% |
| 10Y | -49.7% | +185.4% | -235.1% | -54.1% |
| All | +259.6% | +643.7% | -384.1% | +200.9% |
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