+237.3%
CHTR vs SWK
+236.2%
+1.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.4% | -5.8% | -6.1% |
| 7D | +5.9% | +11.0% | -5.1% | +2.0% |
| 30D | +10.4% | +30.1% | -19.7% | +0.8% |
| 3M | -25.0% | +14.7% | -39.7% | -28.6% |
| 6M | -24.6% | +44.5% | -69.1% | -34.0% |
| YTD | -43.4% | +59.4% | -102.8% | -52.6% |
| 1Y | -45.8% | +77.5% | -123.3% | -56.3% |
| 3Y | -71.6% | +49.5% | -121.1% | -76.6% |
| 5Y | -82.9% | -24.9% | -58.0% | -82.8% |
| 10Y | -52.8% | +31.8% | -84.6% | -64.0% |
| All | +237.3% | +236.2% | +1.1% | +92.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling