-4.6%
STM vs CHTR
-79.9%
+75.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | -0.1% |
| 7D | +12.0% | +17.2% | -5.2% | +9.2% |
| 30D | -0.4% | +31.6% | -32.0% | -5.3% |
| 3M | -13.2% | -11.6% | -1.6% | -11.8% |
| 6M | -26.1% | -3.3% | -22.8% | -26.9% |
| YTD | +81.2% | -33.7% | +114.9% | +90.6% |
| 1Y | +98.3% | -32.4% | +130.7% | +107.4% |
| 3Y | +16.7% | -65.9% | +82.7% | +46.1% |
| All | -4.6% | -79.9% | +75.4% | +23.3% |
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