-55.1%
CHTR vs SWK
+32.9%
-88.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.2% | +1.7% |
| 7D | +4.9% | +10.7% | -5.8% | +1.2% |
| 30D | +17.2% | +33.3% | -16.1% | +6.3% |
| 3M | -20.6% | +14.7% | -35.2% | -24.2% |
| 6M | -21.7% | +48.5% | -70.3% | -32.0% |
| YTD | -41.9% | +63.9% | -105.8% | -51.6% |
| 1Y | -44.9% | +80.4% | -125.3% | -55.6% |
| 3Y | -70.0% | +58.1% | -128.2% | -75.7% |
| 5Y | -82.6% | -24.5% | -58.1% | -82.7% |
| 10Y | -55.1% | +29.5% | -84.6% | -66.1% |
| All | -55.1% | +32.9% | -88.0% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 10y: compounded portfolio wealth divided by compounded SWK 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…
10y analysis · Full analysis span regression · 6 months rolling