+19.6%
STM vs CHTR
-68.4%
+88.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.1% | +7.3% | 0.0% |
| 7D | +1.7% | -15.8% | +17.4% | +3.4% |
| 30D | -5.2% | -12.7% | +7.5% | -4.0% |
| 3M | -29.6% | -1.1% | -28.5% | -30.1% |
| 6M | +54.4% | -39.9% | +94.3% | +63.6% |
| YTD | +99.5% | -35.9% | +135.4% | +107.9% |
| 1Y | +100.8% | -49.2% | +149.9% | +120.1% |
| All | +19.6% | -68.4% | +88.0% | +50.2% |
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