+7.5%
SMR vs CHTR
-77.3%
+84.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.1% | +4.8% | -1.5% |
| 7D | +13.1% | -15.8% | +28.9% | +17.3% |
| 30D | +17.8% | -12.7% | +30.4% | +21.0% |
| 3M | +8.1% | -1.1% | +9.2% | +6.9% |
| 6M | -11.1% | -39.9% | +28.8% | -1.2% |
| YTD | -23.7% | -35.9% | +12.1% | -17.1% |
| 1Y | -69.4% | -49.2% | -20.3% | -64.5% |
| 3Y | +82.6% | -68.3% | +150.9% | +131.5% |
| All | +7.5% | -77.3% | +84.8% | +31.5% |
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 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