-42.4%
CHTR vs SWK
+79.5%
-121.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.2% | +1.7% |
| 7D | +4.9% | +10.7% | -5.8% | +1.3% |
| 30D | +17.2% | +33.3% | -16.1% | +7.3% |
| 3M | -20.6% | +14.7% | -35.2% | -24.3% |
| 6M | -21.7% | +48.5% | -70.3% | -30.4% |
| YTD | -41.9% | +63.9% | -105.8% | -49.6% |
| All | -42.4% | +79.5% | -121.9% | -52.6% |
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