+17.7%
STM vs CHTR
-82.1%
+99.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.0% | -6.6% | -2.5% |
| 7D | -1.1% | -7.1% | +6.1% | +0.2% |
| 30D | -7.8% | -10.9% | +3.1% | -6.2% |
| 3M | -28.2% | +2.0% | -30.2% | -29.3% |
| 6M | +52.0% | -35.9% | +87.9% | +63.0% |
| YTD | +96.4% | -32.7% | +129.0% | +106.7% |
| 1Y | +98.8% | -46.6% | +145.4% | +123.3% |
| 3Y | +18.3% | -66.7% | +85.0% | +49.5% |
| 5Y | +17.7% | -82.1% | +99.8% | +55.2% |
| All | +17.7% | -82.1% | +99.8% | +55.2% |
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 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