+72.5%
SMR vs CHTR
-66.9%
+139.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +5.0% | -10.5% | -6.8% |
| 7D | +4.7% | -7.1% | +11.9% | +6.4% |
| 30D | +3.2% | -10.9% | +14.1% | +5.8% |
| 3M | +9.9% | +2.0% | +7.9% | +7.6% |
| 6M | -15.1% | -35.9% | +20.8% | -5.6% |
| YTD | -27.9% | -32.7% | +4.7% | -21.7% |
| 1Y | -70.2% | -46.6% | -23.7% | -64.7% |
| All | +72.5% | -66.9% | +139.3% | +168.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling