+3,343.4%
STX vs CHTR
-44.7%
+3,388.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -4.4% |
| 7D | -2.3% | -4.1% | +1.8% | -1.7% |
| 30D | -5.5% | -3.0% | -2.5% | -5.5% |
| 3M | -4.3% | +4.8% | -9.1% | -6.5% |
| 6M | +115.6% | -35.0% | +150.6% | +130.2% |
| YTD | +202.2% | -30.2% | +232.4% | +213.7% |
| 1Y | +325.3% | -44.8% | +370.1% | +368.7% |
| 3Y | +1,283.9% | -66.6% | +1,350.5% | +1,599.6% |
| 5Y | +1,048.3% | -81.5% | +1,129.8% | +1,578.0% |
| All | +3,343.4% | -44.7% | +3,388.2% | +3,403.5% |
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 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