+655.9%
STM vs CHTR
-44.7%
+700.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +0.5% |
| 7D | -1.4% | -4.1% | +2.7% | -0.4% |
| 30D | -4.9% | -3.0% | -2.0% | -4.9% |
| 3M | -34.0% | +4.8% | -38.8% | -36.1% |
| 6M | +51.8% | -35.0% | +86.9% | +66.0% |
| YTD | +99.4% | -30.2% | +129.5% | +110.8% |
| 1Y | +99.1% | -44.8% | +143.8% | +128.5% |
| 3Y | +19.5% | -66.6% | +86.0% | +58.6% |
| 5Y | +19.5% | -81.5% | +101.0% | +100.0% |
| All | +655.9% | -44.7% | +700.6% | +712.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling