-45.8%
CHTR vs SWK
+0.7%
-46.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -3.2% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -4.5% | -8.9% | +4.4% | -1.3% |
| 3M | +10.2% | +20.5% | -10.3% | +3.0% |
| 6M | -37.2% | +27.1% | -64.3% | -42.8% |
| YTD | -30.2% | +30.2% | -60.4% | -37.0% |
| 1Y | -44.8% | +24.8% | -69.5% | -49.6% |
| 3Y | -65.5% | +16.3% | -81.8% | -69.0% |
| 5Y | -81.8% | -40.1% | -41.7% | -80.3% |
| 10Y | -45.8% | +0.8% | -46.5% | -56.5% |
| All | -45.8% | +0.7% | -46.4% | -56.5% |
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