+167.6%
SYK vs CHTR
-46.7%
+214.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +5.0% | -6.9% | -3.1% |
| 7D | -12.3% | -7.1% | -5.2% | -10.9% |
| 30D | -22.4% | -10.9% | -11.6% | -20.6% |
| 3M | -12.3% | +2.0% | -14.3% | -13.4% |
| 6M | -24.3% | -35.9% | +11.6% | -18.3% |
| YTD | -22.8% | -32.7% | +9.9% | -18.0% |
| 1Y | -28.8% | -46.6% | +17.8% | -20.0% |
| 3Y | -4.0% | -66.7% | +62.7% | +18.0% |
| 5Y | +3.8% | -82.1% | +86.0% | +55.1% |
| All | +167.6% | -46.7% | +214.3% | +177.0% |
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