+316.4%
CHTR vs SAN
+116.1%
+200.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -0.3% | +3.3% | -3.6% | -0.9% |
| 30D | -4.5% | +1.1% | -5.6% | -4.7% |
| 3M | +10.2% | +22.2% | -12.0% | +5.8% |
| 6M | -37.2% | +36.0% | -73.3% | -41.3% |
| YTD | -30.2% | +28.2% | -58.4% | -34.2% |
| 1Y | -44.8% | +54.1% | -98.9% | -49.9% |
| 3Y | -65.5% | +354.2% | -419.7% | -75.2% |
| 5Y | -81.8% | +387.3% | -469.1% | -87.3% |
| 10Y | -45.8% | +334.8% | -380.6% | -63.4% |
| All | +316.4% | +116.1% | +200.3% | +182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling