+59.1%
SO vs CHTR
-82.1%
+141.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.0% | -5.6% | -1.1% |
| 7D | -1.1% | -7.1% | +6.0% | -0.6% |
| 30D | -3.7% | -10.9% | +7.1% | -3.0% |
| 3M | -5.9% | +2.0% | -7.9% | -6.4% |
| 6M | -7.3% | -35.9% | +28.6% | -4.7% |
| YTD | +3.1% | -32.7% | +35.8% | +5.4% |
| 1Y | -1.0% | -46.6% | +45.6% | +3.5% |
| 3Y | +43.2% | -66.7% | +110.0% | +55.8% |
| 5Y | +59.1% | -82.1% | +141.3% | +82.7% |
| All | +59.1% | -82.1% | +141.2% | +82.7% |
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 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