-14.4%
SMR vs CHTR
-75.3%
+60.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.7% | -19.4% | -16.5% |
| 7D | -11.2% | -4.1% | -7.1% | -10.7% |
| 30D | -10.2% | -3.0% | -7.3% | -10.1% |
| 3M | -10.0% | +4.8% | -14.8% | -12.3% |
| 6M | -30.5% | -35.0% | +4.6% | -24.2% |
| YTD | -39.2% | -30.2% | -9.1% | -35.4% |
| 1Y | -75.5% | -44.8% | -30.8% | -72.2% |
| 3Y | +45.4% | -66.6% | +112.0% | +81.3% |
| All | -14.4% | -75.3% | +60.9% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling