-67.7%
CHTR vs SAN
+342.3%
-410.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.0% |
| 7D | -7.1% | -2.8% | -4.4% | -6.7% |
| 30D | -10.9% | -0.5% | -10.3% | -10.8% |
| 3M | +2.0% | +22.7% | -20.7% | -1.3% |
| 6M | -35.9% | +28.8% | -64.7% | -38.7% |
| YTD | -32.7% | +26.3% | -58.9% | -35.7% |
| 1Y | -46.6% | +48.8% | -95.4% | -50.7% |
| All | -67.7% | +342.3% | -410.0% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 3y: compounded portfolio wealth divided by compounded SAN 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…
3y analysis · Full analysis span regression · 6 months rolling