+1,849.8%
SHW vs CHTR
+316.4%
+1,533.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.2% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | -11.6% | -4.5% | -7.1% | -10.8% |
| 3M | +9.1% | +10.2% | -1.1% | +5.4% |
| 6M | -0.7% | -37.2% | +36.6% | +9.3% |
| YTD | +1.4% | -30.2% | +31.5% | +7.8% |
| 1Y | -12.3% | -44.8% | +32.5% | -0.6% |
| 3Y | +23.4% | -65.5% | +88.9% | +53.3% |
| 5Y | +15.0% | -81.8% | +96.8% | +70.2% |
| 10Y | +278.3% | -45.8% | +324.0% | +299.7% |
| All | +1,849.8% | +316.4% | +1,533.4% | +1,126.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling