-49.6%
CHTR vs SWK
+17.8%
-67.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -1.9% |
| 7D | +5.4% | -2.0% | +7.4% | +6.1% |
| 30D | +24.0% | +24.6% | -0.6% | +15.0% |
| 3M | -11.7% | +10.8% | -22.5% | -14.9% |
| 6M | -10.3% | +46.1% | -56.4% | -21.7% |
| YTD | -36.5% | +56.8% | -93.3% | -46.2% |
| 1Y | -37.7% | +72.7% | -110.5% | -49.1% |
| 3Y | -67.6% | +49.9% | -117.5% | -73.3% |
| 5Y | -80.8% | -30.9% | -49.9% | -80.3% |
| All | -49.6% | +17.8% | -67.4% | -60.0% |
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