-41.4%
CHTR vs SBAC
-3.2%
-38.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.6% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | -0.8% | +6.9% | -7.7% | -2.2% |
| 3M | +17.8% | -8.2% | +26.0% | +18.9% |
| 6M | -34.5% | -1.6% | -32.8% | -34.0% |
| YTD | -27.2% | -0.1% | -27.1% | -27.3% |
| 1Y | -41.4% | -0.5% | -41.0% | -41.2% |
| All | -41.4% | -3.2% | -38.2% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling