+280.4%
SHW vs CHTR
-44.7%
+325.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +0.9% |
| 7D | -3.1% | -4.1% | +1.0% | -2.2% |
| 30D | -10.0% | -3.0% | -7.1% | -9.7% |
| 3M | +2.3% | +4.8% | -2.5% | 0.0% |
| 6M | +0.7% | -35.0% | +35.7% | +9.8% |
| YTD | +0.5% | -30.2% | +30.7% | +6.8% |
| 1Y | -11.5% | -44.8% | +33.3% | +0.6% |
| 3Y | +21.3% | -66.6% | +87.9% | +54.4% |
| 5Y | +12.5% | -81.5% | +94.0% | +74.6% |
| All | +280.4% | -44.7% | +325.2% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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