-81.0%
CHTR vs SWK
-38.7%
-42.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -1.1% | -0.4% | -0.6% | -0.8% |
| 30D | -0.8% | -5.7% | +5.0% | +1.4% |
| 3M | +17.8% | +24.1% | -6.3% | +8.3% |
| 6M | -34.5% | +24.7% | -59.2% | -40.3% |
| YTD | -27.2% | +33.9% | -61.1% | -35.5% |
| 1Y | -41.4% | +34.7% | -76.1% | -48.5% |
| 3Y | -64.0% | +15.3% | -79.3% | -67.8% |
| All | -81.0% | -38.7% | -42.3% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling