+282.5%
CHTR vs SBAC
+481.8%
-199.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.0% | -7.1% | -7.7% |
| 7D | -15.8% | +0.2% | -15.9% | -15.9% |
| 30D | -12.7% | +3.9% | -16.5% | -13.9% |
| 3M | -1.1% | -8.2% | +7.1% | +1.9% |
| 6M | -39.9% | -2.8% | -37.1% | -40.1% |
| YTD | -35.9% | -1.5% | -34.3% | -36.5% |
| 1Y | -49.2% | 0.0% | -49.2% | -50.1% |
| 3Y | -68.3% | -8.4% | -59.9% | -68.5% |
| 5Y | -83.0% | -43.5% | -39.4% | -79.9% |
| 10Y | -49.3% | +86.9% | -136.2% | -63.0% |
| All | +282.5% | +481.8% | -199.3% | +80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling