+742.7%
STM vs CHTR
+282.5%
+460.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -8.1% | +7.3% | +1.9% |
| 7D | +1.7% | -15.8% | +17.4% | +7.3% |
| 30D | -5.2% | -12.7% | +7.5% | -1.7% |
| 3M | -29.6% | -1.1% | -28.5% | -30.9% |
| 6M | +54.4% | -39.9% | +94.3% | +74.5% |
| YTD | +99.5% | -35.9% | +135.4% | +118.1% |
| 1Y | +100.8% | -49.2% | +149.9% | +139.3% |
| 3Y | +20.2% | -68.3% | +88.5% | +63.8% |
| 5Y | +21.1% | -83.0% | +104.1% | +109.9% |
| 10Y | +664.5% | -49.3% | +713.8% | +695.3% |
| All | +742.7% | +282.5% | +460.2% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling