-32.4%
CHTR vs SWK
+74.4%
-106.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.3% |
| 7D | +17.2% | -1.4% | +18.6% | +17.6% |
| 30D | +31.6% | +25.5% | +6.2% | +22.7% |
| 3M | -11.6% | +11.8% | -23.4% | -15.0% |
| 6M | -3.3% | +48.7% | -52.0% | -13.8% |
| YTD | -33.7% | +57.2% | -90.9% | -41.4% |
| 1Y | -32.4% | +75.3% | -107.7% | -43.7% |
| All | -32.4% | +74.4% | -106.8% | -43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling